Description
Market Risk/Agile/VaR/Test Scripts/Test Definition/BDD
Our client a leading Investment Bank, based in the City of London have the following contract opportunity.
Our client has stressed they need a strong Market Risk Business Analyst who has worked within an Agile environment and knows it very well and its framework.
They would like the BA to be numerical to be able to work closely with Risk Managers and Quants. They need to know Historical/Simulation VaR and yield curves etc;
It is also key to be able to write test phases and test cases and know about Test Definition, Scenarios, Execution and Data Sets. BDD knowledge would be an added advantage.
The successful Business Analyst will have knowledge of one of the following; Fixed Income/Government Bonds/Equity Derivatives/IRD and also Asset Back Mortgages.