Business Analyst – Market Risk Data & AI Automation

CAPCO POLAND

* We are looking for Poland based candidate.

• This role is hybrid and may require working from the office in Warsaw.

At Capco Poland, we’re not just another consultancy - we’re the spark behind digital transformation in the financial world. As a global leader in technology and management consulting, we thrive on helping clients tackle the toughest challenges across banking, payments, capital markets, wealth, and asset management.

Business Analyst – Market Risk Data & AI Automation

Role Overview

We are seeking an experienced Business Analyst within Financial Markets Technology to support Market Risk initiatives, with primary ownership of the Data Quality Management System and associated data-lineage processes.

The role will focus on re-engineering and automating manual data-quality and lineage processes using AI/GenAI tooling, while acting as the bridge between business, risk, data and technology teams.

Key Responsibilities

• Own and maintain end-to-end data lineage across the Market Risk Platform (MRP), including source-to-target mappings, interfaces, transformations and downstream dependencies.
• Analyse ADO tickets, code repositories and documentation to assess change impacts and investigate data-quality issues.
• Work with data owners, developers and application teams to resolve lineage gaps and maintain accurate documentation.
• Track lineage changes throughout the delivery lifecycle and ensure documentation remains aligned with production releases.
• Support strategic Market Risk transformation initiatives, including FRTB, by documenting current/target-state data flows and downstream impacts.
• Identify and implement AI/GenAI-enabled automation, including automated lineage extraction, model/mapping generation, analysis and visualisation.
• Re-engineer manual data-quality and control processes to improve efficiency and reduce operational effort.
• Maintain governance and lineage evidence supporting BCBS239, audits and data-owner attestations.
• Lead BA activities including requirements gathering, process mapping, user stories and UAT coordination.

Essential Skills & Experience

• 6+ years of Business Analysis/change delivery experience, ideally within Market Risk or Financial Markets.
• Strong end-to-end BA delivery experience across requirements, process mapping, user stories and UAT.
• Demonstrable hands-on AI/GenAI automation experience, with examples of using tools such as Copilot, LLM APIs or AI/ML techniques to automate real business or data processes.
• Experience with data lineage, data-quality controls and process re-engineering.
• Strong Python and SQL and/or MDX skills.
• Understanding of Financial Markets and Market Risk systems, data pipelines and reporting.
• Experience working in Agile delivery environments and engaging directly with Risk, Operations, Finance and Technology stakeholders.
• Self-starter with strong ownership, communication and stakeholder-management skills.

RECRUITMENT PROCESS:

1. HR interview with the recruiter
2. Skill Interview with Capco Hiring Manager
3. Client interview
4. Feedback and offer

Joining Capco means joining an organisation that is committed to an inclusive working environment where you’re encouraged to #BeYourselfAtWork. We celebrate individuality and recognize that diversity and inclusion, in all forms, is critical to success. It’s important to us that we recruit and develop as diverse a range of talent as we can and we believe that everyone brings something different to the table – so we’d love to know what makes you different. Such differences may mean we need to make changes to our process to allow you the best possible platform to succeed, and we are happy to cater to any reasonable adjustments you may require. You will find the section to let us know of these at the bottom of your application form or you can mention it directly to your recruiter at any stage and they will be happy to help.

We have been informed of several recruitment scams targeting the public. We strongly advise you to verify identities before engaging in recruitment related communication. All official Capco communication will be conducted via a Capco recruiter.

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