STRESS TESTING BUSINESS ANALYST - TRADED RISK

East Lothian  ‐ Onsite
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Description

Job description:

Do you have a strong background and knowledge in market risk alongside proven analytical skills? If so, a new opportunity has arisen with an international banking organisation in Edinburgh for an initial contract of 6 months.

Core requirements:

  • Significant experience in financial services focused on traded risk (market/counterparty risks covering valuation models for all asset classes, VaR, Stress PnL, insights on netting eg CSA/ISDA, understanding of scenario expansion methods and counterparty credit risk items such as EEPE, EPE, EE and xVA)
  • Experience as consultant (or similar) - either in change or risk advisory
  • Business analyst experience relating to process and technology change
  • Governance experience from arranging and leading change and execution workshops, preparing and managing governance meetings, tracking actions, issues and risks
  • Skills in maintaining evidence for - and working with - audit and or regulatory bodies
  • An understanding of - and experience from - working with short high impact regulatory deadlines
  • Skills in making 'to the point' MS PowerPoint presentations and Excel/Basic VBA
  • Strong stakeholder relationship skills

Core responsibilities:

  • Assist senior risk expert, change and IT teams in prioritising their efforts
  • Maintain an understanding of Market Risk (MR), Counterparty Credit Risk (CCR) and ICAAP P2A methods build and maintain operating models to facilitate compliant MR, CCR and ICAAP processes
  • Assist with user story/requirements documentation and micro project planning
  • Build audit trails to meet internal and external documentation and governance requirements

Job reference: 10789

To apply for this vacancy applicants must be eligible to work in the UK in accordance with the Immigration, Asylum and Nationality Act 2006.

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Core-Asset Consulting offers specialist recruitment services to asset management, accounting & finance, asset servicing, legal and the wider financial services sector in Scotland.

Start date
ASAP
Duration
6 months
From
Core Asset Consulting
Published at
10.05.2018
Project ID:
1553049
Contract type
Freelance
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