business analyst Enterprise Risk

Tremend is a global software engineering hub for Publicis Sapient. For over 20 years, it has delivered advanced technical expertise through complex and innovative solutions supporting digital transformation, software engineering, technology, continuous improvement, innovation, and R&D.

• Collaborate with risk management, trading, and quantitative teams to translate risk business requirements into technical specifications for assessing Market Risk, Credit/Counterparty Risk, Liquidity Risk, and Operational Risk;
• Serve as the primary liaison between front-office trading, quant teams, and technology partners to define functional architecture, risk workflows, and system specifications;
• Document complex quantitative risk models, valuation methodologies, and stress-testing frameworks into actionable technical specifications for engineering teams;
• Partner with data engineering teams to specify data ingestion pipelines, market data mappings, and trade feed integration requirements for enterprise risk analytics engines;
• Design end-to-end business process flows and document Epics and Stories in Jira to enhance risk monitoring, limit management, and regulatory reporting capabilities enabled by the new risk platform implementation.

• 5+ Years of experience as a Business Analyst within Capital Markets, Risk Management, Investment Banking, or Quantitative Development;
• Deep familiarity with Market Risk concepts, including VaR, Expected Shortfall, Sensitivity Analysis (Greeks), and Stress Testing;
• Deep familiarity with Credit / Counterparty Risk concepts, including PFE, CVA/XVA, Limit Management, and Exposure Monitoring;
• Understanding of LCR/NSFR concepts, risk indicator metrics, and operational workflow mapping;
• Proven ability to author high-quality Business Requirement Documents (BRDs), define scope with associated acceptance criteria, and create data-mapping specifications;
• Proficiency in SQL for querying financial data;
• Strong understanding of financial data structures, market data feeds such as Bloomberg, and trade lifecycle mechanics across Derivatives, Equities, and FX;
• Exceptional ability to distill abstract mathematical concepts from quants into precise specifications for software developers;
• Strong problem-solving skills with high attention to detail regarding risk metrics, pricing methodologies, and data integrity;
• Comfortable navigating matrixed environments and interfacing with diverse groups ranging from Front-Office Traders to Enterprise Architects;
• Nice to have: No preferred qualifications specified.

• A fast-paced tech environment;
• Continuous growth and learning;
• Open feedback culture;
• Room for own initiative and ideas;
• Transparency about results and strategy;
• Recognition and reward for hard work;
• Flexible schedule;
• Medical subscription;
• Meal tickets;
• Extra vacation days, starting with 25 vacation days;
• Many other perks.