Description
Risk/Business Analyst - SWD/RBL/Hedging Cost sought by leading investment bank based in the city of London.
.*Umbrella/PAYE Only*
Key Responsibilities:
- Design methodologies for the quantification of risk-based losses under wind-down scenarios within the context of market-wide stress scenarios
- Develop and document prototype models
- Produce detailed business requirements documents and support the development of functional and technical requirements documents for technology implementation of models
- Conduct quantitative analysis and produce supporting documentation to challenge and validate key modelling assumptions
- Support model validation processes
Qualifications and Competencies:
- Bachelor's degree required, Master's degree preferred in a quantitative discipline
- 5-10 year's experience working in a quantitative role with investment banks
- Experience developing stress-testing models and frameworks for market or credit risk
- Deep understanding of market or credit risk measurement techniques
- Familiarity with Recovery and Resolution Planning or Wind-Down exercises from experience working on the implementation of regulatory requirements (eg US CCAR, UK SWD) or active portfolio wind-downs
- Experience working with technology teams on the implementation of analytics
- Experience working with model validation teams and developing detailed model documentation
- Strong written, verbal, and interpersonal communication skills
- Works well under pressure and in tight deadlines
Please apply within for further details or call
Alex Reeder
Harvey Nash Finance & Banking