Description
The role holder will be responsible for assisting a team of analysts and developers involved in developing systems used to calculate and report VaR, Specific Risk VaR and CVA etc.The successful candidate main duties will include analysing and produciing functional specs arising from user requirements as well as, executing test plans to ensure busniess requirements have been met. Therefore the following experience will be essential.
Previous experience in Market Risk as a Business Analyst.
A solid track record working in a major Investment Bank.
Extensive knowledge on Capital Markets (Risk management, VaR, Sensitivities and Stress Testing).
A good knowledge of Data Models/Modelling.
The role is offering an initial 6 month contract with a view to be extended.London based.
If you're interested and available at short notice - please send an updated CV or call for more details.