Description
Market Risk Business Analyst, VaR, Documentation skills, technical functional specifications, change, regulatory, risk, market risk, VaR, greeks, sensitivities, risk, business analyst
My Client is a Major Investment bank that is looking for a Market Risk Business Analyst to join their team.
Duties:
The candidate will be delivery focussed Business Analyst with the ability to work well both independently and within a team.
The candidate will be a confident communicator able to liaise directly with both business users and IT specialists.
The candidate will be methodical and structured.
The candidate will be capable of maintaining and managing his own tasks priorities while keeping the business and other key stakeholders properly engaged.
The candidate will possess excellent analytical capabilities and will be able to analyze large amount of data
The candidate will be capable of managing a team of BAs working on different sub projects under the same programme.
Strong Market Risk experience gained in a demanding results orientated culture.
Strong experience of producing requirements documents within both agile and more structured development environments.
Exposure to both end-user reporting environments (ie Excel/VBA based solutions) and industrial strength Enterprise solutions
Good hands-on experience of Market Risk Management across broad product range (from Spot FX to Exotics)
Solid understanding of Market Risk Management techniques including VaR (Value at Risk) and sensitivity analysis.
Good understanding of VaR especially historical simulation methods
Good understanding of sensitivity based risk measurement/management
Good understanding of risk management reporting processes (eg commentary/aggregation etc.)
Familiarity with the rich product environment of a major global investment & wholesale bank.
If you have the above requirements then please apply.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.