Description
Market Risk Monitoring Process Analyst, Process Modelling, Requirements and Methodologies documentation, large system and process implementations, future exposure models and methodologies, concentration and wrong way risk identification and quantification methodologies, Risk, daily monitoring programmes.
Market Risk Monitoring Process Analyst required to analyse and further define the processes and business requirements required in order to monitor market risk in respect of ETD positions,
collateral positions held to in respect of exposures incurred from the ETD position and to additionally calculate and monitor market risk in respect of concentrations and wrong way risk.
You will be required to identify any areas in which current policies and documented high level requirements and processes may be enhanced to reflect best market practice.
Responsibilities will include presenting to the business any areas of enhancement to the policies or business processes, refining and documenting the business requirements, ensuring that these are in line with current policies and agreed scope, identifying any high priority differences, assisting the system providers to understand the business requirements and to refine and document the business processes and procedures.
You will have gained extensive experience in process modelling and requirements and methodologies documentation, with demonstrable experience of large system and process implementations, a detailed understanding and experience of implementing future exposure models and methodologies,
detailed understanding and experience of concentration and wrong way risk identification and quantification methodologie and extensive experience gained in a major financial institution in running daily monitoring programmes.