Description
Leading investment Bank is seeking a Market Risk Business Analyst to work on a Commodity Risk Change Project. The role will be to put business risk documents together, submit for review, perform editing and redraft. Regulatory project is moving all reconciliations to be conducted at a positions level where as currently they are performed at a book level. All positions are being moved across an Openlink Endur platform
Previous experience of the preparation of business requirements documents and production of Test Plans. With a minimum of 3 years Market Risk experience, candidates should have a good understanding of VaR and how to calculate as well as stress testing, Greeks and Sensitivities