Description
Market Risk Business Analyst/Project Manager, Sophis, Market Risk, Derivative Products (FX, MM Equities and Commodities).
My Client is a leading Investment Bank based in Amsterdam. This is a great long term opportunity with a rolling contract. You will be working between the Risk and the IT department, your task will be delivering a new Risk Module in Sophis. You need to have experience with Market Risk and conceptually understand measurements of risk. Experience in Markets area with knowledge on valuation and risk measures of derivative products for different product classes (FX, MM Equities and Commodities). You need to have a full understanding of the project life cycle and it would be nice if you have experience with BASEL II/III. You need to be able to make the translation from model documentation to implementation review methodologies and administer gaps.
If you are interested please sent in your CV.