Description
Credit Risk Business Analyst currently required on a Contract Basis with a London based Tier One Investment Bank to work within the Change Management and Process Engineering
The successful candidate's key objective will be to migrate LONDON/US Credit Risk department from a Legacy risk application to a new Market Risk Analytics engine.
In addition you will have strong functional understanding of the calculations around Credit Risk & Credit Risk Measures ie (CVA calculations, CR01, Potential Future Exposure and Add-On methodologies)
To be considered for this role you must be a seasoned Credit Risk Business Analyst with experience of Hybrids and Exotics and Equity Derivatives. Ideally you will also have worked to migrate from a Legacy platform to QuIC, Murex or RiskMetrics.
This is an excellent opportunity to join a technically forward thinking business and be involved in a highly business focused greenfield role.