Description
For a project at our bank client site in Zurich we are looking for an experiencedMarket Risk - Lead Business Analyst (2730)
The Credit Risk Office (CRO) team is looking for a Senior Business Analyst to support delivery of the market risk capital framework capabilities to meet the Basel Committee on Banking Supervision (BCBS) consultative paper proposals regarding the Fundamental Review of the Trading Book (FRTB).
Job Description
Operating a multi-workstream Private Banking and Wealth Management CRO to change point of contact within the FRTB program
Identifying and documenting business requirements from key business stakeholders
Conduct deep dive analyses and gap analyses (Data analysis, Data feeds, book structures)
Managing and supporting user acceptance testing
Work in partnership with key stakeholders and programs to define business solutions that deliver requirements
Responsibility for timely resolution of ongoing regulatory and industry group outcomes on business requirements
Facilitate/manage testing and issue resolution.
Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met
Job Qualifications
Experience in market risk implementations is absolutely necessary
Min. 5 - 10 years experience as a Business Analyst
Understanding on front to back systems, data and processes in generating market risk capital and P&L within an Investment Banking environment
Good understanding and experience in calculation and application of VaR and other market risk capital methodologies.
Effective stakeholder management
Ability to communicate successfully (written and verbal)
Independent and able to work with little supervision
Experience in similar regulatory capital calculation implementations
Professional qualification (e.g. CFA, MBA, CA, risk certification)
Fluent in English, oral / written
If you fit the job description and are looking for a new challenge we look forward to receiving your CV in MS-Word format (.doc/.docx) at