Counterparty BA recruitment
Business Analyst
The Company:
Our client is a leading and well recognised global investment bank who is currently in need of a counter party credit risk business analyst to work in their City of London office.
The Role:
The opening is for a Credit Risk Business Analyst required to work for a top global investment bank within their Risk change area. My client is currently working on the implementation of a Monte Carlo simulation project for Counterparty Risk (PFE). This role is to be the major contact between the Quants in Credit Risk and IT, helping the Quants to realise real and workable models that will fit into the existing risk architecture and helping IT to deliver a tangible and sustainable platform that will enable accurate and timely risk calculation.
In addition to the description above the must suitable candidate MUST have the following:
- Strong Top Tier investment banking experience.
- Credit risk experience within a business change environment.
- Implementation of Monte Carlo simulation for Counterparty Risk (PFE).
- Counterparty Credit Risk, Collateral modelling experience within PFE Monte Carlo simulation.
- Back-Testing of Monte Carlo Simulation.
- Strong knowledge of banking products terminology.
- Functional and technical documentation experience.
- Standard Business Analysis skills, (business requirements, functional/technical specifications documentation, data-flow, process, work-flow analysis, ability to report to all areas of the business
- Minimum of 1 long term programme worked end to end
- Exceptional communication skills.
- Organising workshops in stakeholder management.
- Ability to manage and manipulate large data sets.
- Strong experience in working in risk systems in a change environment.
This is a very exciting opportunity. If you meet the requirements for this position please apply following the link provided.
In addition to the link provided please contact me if you believe you are well suited to the role. cmensah@mcgregor-boyall.com.