BA – Market Risk/Credit Risk Reporting recruitment
Credit/Market Risk Business Analyst - Reporting - £650 per day (subject to experience)
Are you an experienced Business Analyst with an in-depth knowledge of both Credit and Market Risk?
This is a fantastic opportunity for a senior Business Analyst to join a medium sized investment bank that covers a wide range of products from IR, FX, Credit, Equity and Commodity markets. There is currently a large and high profile programme of risk change happening across the organisation in order to meet strict regulatory and compliance deadlines.
The role of the successful Business Analyst will be critical to the success of the project, with responsibility for the overhauling of their current risk reporting systems to streamline and improve efficiency. The desired applicant will be an expert in Credit and Market Risk with a particular focus on reporting. You may be from a market/trading background, given the depth of specialist knowledge required to be successful in the role.
Due to the nature of the role, the following experience has been deemed essential:
· Strong credit risk analytic skills, with an understanding of PFE, EPE, backtesting collateral modelling
· Experience of market risk across asset classes, with an understanding of VAR, Greeks and very importantly how to apply them in various scenarios
· Regulatory Reporting - including Basel II III, RWA calculation, allocation of capital
· Experience of working on large risk projects
· Proven track record as a Business Analyst within Financial Services
If you require any further information, or would like to submit your CV, please contact me via email at katy.may@markssattin.com
We regret that due to the high volume of applications we are only able to contact suitable candidates.
