Business Analyst - Market Risk - London
- Recruiter
- Techedge Consultancy
- Location
-
London
South East EnglandUnited Kingdom
- Salary
- 75000.00 - 500000.00 GBP Annual
- Posted
- 26 Feb 2021
- Closes
- 02 Mar 2021
- Job Title
- Accountant
- Category
- Accountancy
- Contract Type
- Permanent
- Hours
- Full Time
Job Business Analyst - Market Risk - London
A leading financial consultancy working with top investment banks is looking to hire for the development and maintenance of several applications that perform a number of business critical activities.
Job Duties:
- Support the testing & implementation of various market risk programs such as FRTB/LIBOR transition
- Testing & analyzing large data sets to establish the lineage of various data points
- Data quality assessment of various risk factor time series to identify the gaps with respect to the requirements
- Work on VaR, Stressed VaR, ES & other Market risk metrics
- Testing & analysis of different yield curves
- Develop reports for presenting to various project stakeholders on the testing done & gaps identified
- Analyse & explain the impact to Risk Managers and Product Controllers
- Create and maintain the project artefacts
Skills Required:
- Good knowledge of latest developments in market risk domain including regulatory updates
- Strong understanding of FRTB regulation, VaR & ES calculation methodology
- Good knowledge of derivative products across asset classes including valuation & pricing
- Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members
- Proficiency in SQL & strong data analysis skills
- Working experience in automation (VBA, Python) is preferable.
Apply now to get more information!
By applying for this role, you confirm that you understand any personal data you submit through your application will be used to provide you with our recruitment services. We are an equal opportunities employer and no terminology in this advert is designed to discriminate on grounds of gender, race, colour, religion, creed, disability, age, sex, or sexual orientation or any other class protected by applicable laws. For more information refer to our full T&C's.
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