Description
Equities Market Risk Business Analyst
City Of London
£
Our client, a pre-eminent investment bank is in search of a driven individual with market risk experience. This role will be based on a project team and offers excellent exposure to developing a career in risk and projects.
The successful Equities Market Risk Business Analyst will be responsible for:
* Analysing information, incorporating client problems and concerns, building requirements
* Interviewing business users, subject matter experts and technology resources to elicit requirements
* Analysing gathered requirements and create business and functional specifications
* Communicating requirements to the key stakeholders, developers, QA and production support
* Participating in design reviews/gap analyses
* Creating user documentation such as user guides, quick reference guides and release notes
* Also responsible for ensuring effectiveness of implemented changes and solution
To be considered for this Equities Market Risk Business Analyst role, candidates must have detailed knowledge and experience as described:
* Should possess a well diversified knowledge base of plain-vanilla products (cash and derivatives) and exotics
* Direct exposure to the market risk space and/or trading area
* Products knowledge, the BA should have a good understanding of the following:
- Vanilla/Delta One (TRS, ETF, Portfolio swaps)
- Equity derivatives (Asian, Barrier, Binary, Cliquet, Compound option, Lookback, Rainbow option, Swaption)
- Vol Trading (Variance swap, Volatility swap, VIX Options, Conditional Var swap)
- Convertible bonds, Ascot
* Market Risk knowledge, the BA should have a good understanding of Risk Management, including
- Greeks, Value-at-Risk, Pricing/Valuations and Stress Tests
* Worked in Life Cycle Development
* Business Requirements gathering and analysis
* Documenting Business Requirements, Use Cases, Traceability Matrix
* User Acceptance Test Planning, Documentation and Execution
This is an excellent opportunity for an experienced Equities Market Risk Business Analyst within a highly progressive and rewarding environment; if you have the required skills please do forward your CV today.
Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003.