Counterparty & Market Risk Business Analyst

London  ‐ Onsite
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Description

Counterparty & Market Risk Business Analyst - London

My client, a Top Tier Investment Bank, is recruiting for a Business Analyst, who has expertise in Interest Rates Products, Credit Risk, trade characteristics and hedging strategies, initially on a six month contract based in London.

Role Purpose
Part of the Traded Risk Management and Control function, the Traded Credit Risk Engineering team is responsible for the successful implementation of strategic applications as well as BAU project activities to ensure the highest level of data quality and integrity for Risk Management and to comply with Regulatory commitments.

Essential Requirements
Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in Interest Rate products, Credit risks, trade characteristics and hedging strategies
High degree of understanding of Traded Credit Risk terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
University graduate in Finance or numerated related disciplines
Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
Able to understand and document processes using data flow diagrams
Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio
Start date
04/2015
Duration
12 months
From
Huxley
Published at
27.03.2015
Project ID:
876097
Contract type
Freelance
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