Credit Risk Business Analyst recruitment
A Credit Risk Business Analyst is required by client, a top tier investment bank, to join their Risk Business Change function. This is hands on role requiring an experienced business analyst with a track record of delivering on derivatives risk projects (market or credit risk) within investment banks. The candidate is expected to capture business requirements, perform detailed analysis on model, user and data requirements, produce functional specifications, liaise with Risk IT throughout the project lifecycle, produce functional test plans and execute functional testing. Candidates require the following experience:
• Experience of Financial Engineering Mathematics (e.g. Monte Carlo simulation, calibration and valuation)
• Experience of sourcing market data for modelling purposes
• Experience of counterparty credit risk management processes
• Experience and understanding of OTC derivatives and appreciation of pricing/valuation
• Strong business analysis skills
• Hands on business analysis experience within an investment bank
• Experience of capturing business requirements, process/model requirements and performing detailed analysis
• Writing Business Requirements and Functional Specification documents
Also, candidates are required to have an understanding of Basel III and CRDIV.
Please call for more details.