Market Risk Control Business Analyst recruitment
Responsibilities:
- Business Analysis to support the demise of tactical/legacy applications and processes
- Implementing methodological improvements in risk factor/scenario generation
- Supporting functional enhancements to the Global Scenario Engine (TSE) and the market data sourcing component (Asset Control)
- Improving process efficiency and internal control systems
- Providing support, communicate effectively and maintain a productive working relationship with own and external teams
- Delivering regulatory implementations in line with agreed time frame and targets
- Contributing to projects which improve data quality focused on reduction in risk based capital charge
- Providing predictive analytics focused on flagging market events and enhanced stress testing
Requirements:
- Experience in the Finance services industry within a quantitative analyst role involved in change programmes
- Knowledge of products, with emphasis in Traded Credit products; how they are measured and hedging/derivatives trading strategies
- Expertise in running /or implementing Asset Control within a Financial based organisation or department
- Expertise in data analysis – regression testing, large volume data comparisons, understanding relationships in the underlying data
- Experience in documenting requirements, validating functional specifications and user acceptance test cases
- Experience in risk system development cycles. Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
- Expertise in Excel, Access and developed technical skills in Front office development languages (for example, SQL, C++) statistical packages (SPSS, R-Project, Matlab)
- The capability of developing prototype solutions which can be quickly converted to production applications by Risk Technology
- Prior experience in market risk methodology and regulatory framework
- A highly numerate undergraduate degree /or post graduate degree holder with major in statistics or mathematics
- To be able to adapt in a constantly changing regulatory environment
- Attention to detail and a methodical structured approach
If you would like to apply for the role of Market Risk Control Business Analyst – Scenario/Stress Test Cali or find out more, please apply online or contact Charles Le Versha at Robert Walters on Charles.LeVersha@robertwalters.com or call +44(0) 207509 8791 quoting the reference DIF1684290.
August 15, 2012
• Tags: Market Risk Control Business Analyst recruitment, Risk Management careers in the UK • Posted in: Financial