Market Risk Business Analyst – AVP

My client, a Tier 1 Investment Banking client, has a requirement for an AVP level Market Risk Business Analyst to work on a new Historical Simulation VaR Engine build programme.

The team report into Risk and are part the Business facing Risk Projects Team.

The project is to scope out and aid with the re-design and implementation of a new Historical Simulation VaR Engine for all asset classes globally. This is an excellent opportunity to join a global project team working with the Front and Middle Office, including Traders, Market Risk Managers and Quants.

Requirements:

- Quantitative/Numerate degree (MSc preferred)

- Solid understanding of Value at Risk and Market Risk measurements

- Experience of business analysis, i.e. process mapping/business requirement documents/UAT Testing/gap analysis etc.

- VBA/SQL skills

- Experience of dealing with Front Office stakeholders

- Solid communication skills

Please get in touch with Alex Cosgrove for more information

September 25, 2013 • Tags: , • Posted in: Financial

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