Occupation:Quality Assurance Specialist |
Location:Bayonne, NJ |
Education Level:Bachelor |
Will Relocate:YES |
Description
Summary: * ISTQB certified Senior Data Analyst/Quality Analyst with expert level database testing skills, strong understanding of data architecture/design and proven ETL testing experience * 9 years of extensive experience in the delivery of high-quality software solutions and demonstrated end-to-end IT project management skills in Banking and Capital Markets and HealthCare. * Experience with working in Risk Management, Credit Risk, Basel, Liquidity Risk and Regulatory Reporting, Credit Risk exposure calculations and Testing. * Outstanding team management skills including scoping, planning, risk management and quality management of end-to-end SDLC projects. * Proficient with Test Case Management/Defect Tracking tools like AML Quality Center, Jira and Rally. * Excellent knowledge and working experience in analyzing Requirement Specifications, Test Planning and Test Execution inclusive of Functional, Integration, Regression, Data Migration and System Testing * In-depth knowledge and hands on experience in writing several queries and procedures on various database for testing in Oracle, SQL, Sybase. * Expert in effectively implementing Agile and Scrum methodology across Global teams * Extensive experience in writing detailed Test Conditions, Test Plans, Test Strategies, Test Cases, Test Scripts, Test data creation, and Defect Tracking * Performed Functional, White Box testing, Front End Testing (Functional Testing & GUI Testing), System Testing, Smoke (Sanity) Testing, Ad Hoc Testing, Black Box testing, Integration Testing, functional testing, Regression testing across SIT and UAT. * Conduct/Connect on Weekly and Daily QA Status meetings with the Business Analysts, Project Managers and stake holders of respective project * Extensive knowledge of relational data modeling, RDBMS concepts, Data warehousing and Reporting Tools * Experience in determining liquidity risk profile of banks by ensuring that they have sufficient HQLA to survive a significant stress scenario lasting 30 calendar days based on US FED Regulators. * Experience in data analysis Foreign HQLA, Net 30day Derivatives Netting, Collateralized Assets using Proration Waterfall Logic. * Experience in Analysis for product strategic data consumption from a data warehouse for reporting to the FED and upper management. Testing customized reports with data against SLS (Standard Liquidity Statement) Experience in Regulatory Reporting with Custom Reports based on US and EMEA Regulators and data Analysis for HQLA, Inflow and Outflow.
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