Credit Risk BA – Derivatives Background – VP – London recruitment
This is a Lead BA position meaning it would be a VP level position. You would assume responsibility for a number of strategic risk engines. You would be specifically tasked with working on a Credit Risk System for Derivatives trades meaning understanding of a broad range of derivatives in addition to any Monte Carlo simulation work would be ideal.
In addition to this project you will need to liaise with Front Office groups which will cover FX Options, Interest Rate Swaps and Currency Swap groups.
You will be in place to help identify, interpret and refine requirements to create functional project documentation. In addition you will be apart of the test function + UAT to ensure successful delivery. As a lead BA within this space you will hold a level of responsibility in regard to delivery as well as mentorship.
For more information please call Matthew Melia on 02079971163 or email CVs direct to mmelia@astoncarter.co.uk