Quantitative Business Analyst-Credit Risk & Basel III- Bank

London  ‐ Onsite
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Keywords

Description

Quantitative Business Analyst-Credit Risk&Basel III-Investment Bank

A global investment bank are undertaking a number of regulatory changes concerning their risk engines and have a fantastic opportunity for an experienced business analyst to play a key role in the OTC pricing and the Basel III implementation.

As a business analyst you will be responsible for full life cycle business analysis focusing on the Basel III implementation for credit risk, but also touching on market risk, utilising your highly quantitative disposition and knowledge of OTC derivatives pricing and CVA to provide full life cycle business analysis, as well as providing stress testing and back testing expertise on risks and pricing.

This is a fantastic opportunity to work in a high profile group within a major investment bank during a period of major regulatory change directly affecting the banks PnL and to make a contribution to the business.

You should apply for this role if you have:

  • 4+ years' experience as a business analyst within Front Office, credit or market risk
  • Knowledge of OTC derivative pricing
  • Knowledge of CVA in a Basel III context
  • Stress testing and back testing experience
  • Previous line experience within risk management is highly advantageous
  • Masters' degree is preferred in a highly numerate/quantitative subject
  • FRM, PRIMA, CFA or CQF is preferred

This is a contract role compensated at £550-£650/day based in London initially for six months.

Start date
n.a
From
Alexander Ash Consulting Ltd
Published at
05.06.2014
Project ID:
721479
Contract type
Freelance
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