Description
Risk Derivatives Business Analyst
Key Skills: Risk, Backtesting, OTC Derivatives, Business Analysis, Counterparty Credit Risk, SQL
A leading risk consultancy is looking for a Risk Derivatives Business Analyst for a 6month-12month contract to be based in London. This is a hands on role for an experienced business analyst with a track record of delivering on derivative risk projects. You will be expected to support the current backtesting framework for the counterparty credit risk exposure models.
Essential requirements and experience for this role are as follows:
1. Experience of backtesting.
2. Counterparty credit risk management
3. Business Analysis
4. Understanding of OTC derivatives
5. Understanding of pricing and valuation
6. Strong SQL