Description
Market Risk Business Analyst - Investment Banking
A Global London based Investment Bank are looking to hire a Market Risk Business Analyst to work on the banks Market Risk Architecture programme.
Background
The Market Risk Architecture Programme will deliver a comprehensive Market Risk Function with a new target operating model and Market Risk Technology solution.
Key Responsibilities
The role is for a Senior Business Analyst to work on the banks Architecture programme, providing business analysis wherever required and specifically to be involved with the test approach definition as well as test execution.
The candidate will be assigned to one of the project work streams with the following main responsibilities:
- Reporting to one of the Project Work-stream Manager, responsible for understanding the defined state of business requirement specifications within the target model framework.
- Assist with any change requests and functional specifications update where necessary
- Define a clear test approach to support the various Market Risk Models delivery including test script writing and execution.
- Analyse test results in a consistent and critical manner by interacting on regular basis with Market Risk Managers, Quantitative Risk Analyst and Market Risk IT.
- Communicate clearly test results, report bugs and inconsistencies by using the appropriate test framework (Quality Centre)
- Assist in defining all required test data sources to support System & Integration Testing and help to coordinate/manage User Acceptance Testing tasks.
Key requirements
- A degree in a quantitative discipline or equivalent.
- At least 5 year experience Risk Business Analyst in Investment Banking
- A sound understanding of Market Risk concepts (VaR, Stress testing, P/L Vectors, Risk Measures)
- A good knowledge of Fixed Income/Credit/Equities/FX Products
- Very strong client facing skills
- Good expertise around testing risk processes and project life cycle within Market Risk initiatives
- Very good skill set with analysing results in a consolidate manner as well as drill down into details.
- Comfortable in working with large data flows from many interacting systems/processes
- IT literate - Especially in Excel, Visio and Access, SQL, data manipulation and analysis
- Comfortable in using Test tools application such as Quality Centre (bugs tracking and fix resolution)
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