Business Analyst, Market Risk, VaR, Investment Bank
Business Analyst required to work within the Market Risk Technology team of a leading investment bank. The Market Risk Technology department is the global team responsible for the development of risk applications for market risk managers. These systems involve complex modelling, reports, and feeds to-and-from risk and front office systems. Products covered in these systems include equities, derivatives, bonds, swaps and FX. The team are going through a period of growth and so there are multiple hires.
These market risk business analysts will be responsible for delivering a new strategic market risk infrastructure, with the aim of replacing existing Market Risk systems and processes and providing a single scalable and flexible production process for VaR, aggregated risk reporting and stress testing.
Essential:
- Market Risk Business Analysis experience within the financial services
- Strong Market Risk knowledge; VaR, stress testing, risk sensitivities
- Previous experience in Risk Management IT
- Strong understanding of financial products and their corresponding risks
- Analyse and produce functional specifications arising from the requirements of users
- Analyse and respond to complex queries and issues from risk managers and other users
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