Quantitative Risk Business Analyst

The Quantitative Risk Business Analyst will assist the Director, Financial Risk Lead at Visa Direct for counterparty, market and liquidity risks. Reporting to the Director, the role with provide timely and high-quality output to internal stakeholders relating to assessing such risk, undertaking risk analysis and making recommendations for risk treatment activities consistent with applicable frameworks, policies and Visa’s Risk Appetite.

This role would benefit from some understanding of the payments and financial services industry, business environment and implementing risk treatment activities within that setting, but it is not mandatory for the right candidate with potential. Must work collaboratively with cross functional & geographically diverse teams both externally and internally to execute against a common goal of protecting the Visa Enterprise.

Candidate will be responsible for:

• Ongoing analyses of counterparty risk, seeking to minimize losses that results from exposures to Network Partners and Clients FX trading, including:
  • Provide analyses for potential future exposures (PFE).
  • Working with 1st line teams to prepare such output.
• Ongoing support of market risk, seeking to identify and quantify market risk as they arise using value-at risk (VAR).
• Ongoing support of liquidity risk, seeking to identify and quantify liquidity risk as they arise, developing and maintaining Tableau dashboards for monitoring.
• General support of the oversight of financial risks, working closely with colleagues across various businesses to assess exposure and periodically deploy appropriate risk mitigation measures, including stress testing, scenario and market risk analyses.
• Assisting ad hoc implementation of a suite of risk metrics & reporting to help identify of risks, the ongoing monitoring of risks, the measuring financial risk exposures & investigating limit breaches for timely action.
• Ad hoc production of timely and effective management information and analysis to help inform key business and risk decisions, including preparing Committee quarterly reports to be used in the discussion with senior management, to respond to credit risk related questions during the meetings to support the discussion.
• Support periodic updates to senior leadership, regulators and other external parties on Visa’s financial risk management activities for the Visa Direct business unit.

This is a hybrid position. Expectation of days in office will be confirmed by your Hiring Manager.