Market Risk Business Analyst /London, UK/

Description

For one of our clients we are looking for a Market Risk Business Analyst

Main responsibilities:

The current role is gathering the requirements for a market risk reporting portal which will include reporting for all market risk functions; starting with the limit management but moving more into sensitivity limits and stress and backtesting.

Required skills:

Detailed knowledge of VaR and Limit reporting and analysis.
Tech, business skills, product knowledge, soft skills
Consultant skills - strong BA with excellent focus on delivery and quality
Stress testing
Backtesting
The Greeks/sensitivities
UAT and testing
Visio

Location: London
Start: a.s.a.p.
Duration: 4 months