Market Risk IT Business Analyst – Investment Bank recruitment
My Client, a leading Investment Bank, is seeking a knowledgeable Market Risk Business Analyst to join their Market Risk projects team. The successful candidate will have previous experience of building a risk system, with good experience and understanding of VAR model implementation and general market credit risk and traded products business is essential. The role will work closely with risk managers, senior stakeholders and IT developers.
Requirements:
- Business Analyst experience on complex Market Risk and Credit Risk initiatives
- In-depth knowledge of at least one asset class - ideally Equity and Equity Derivatives
- SME Market Risk (VAR methodologies, scenarios/stress testing, sensitivies/Greeks)
- VAR model knowledge and strong experience of implementation.
- Proven ability to use modelling languages UML
- Preferred experience of Basel 2.5 regulations: Equity Event VaR, Incremental Risk Charge, Comprehensive Risk Charge, Stress Testing, Stressed VaR etc
To avoid missing out, please send your CV with all relevant details included. Due to requirements of this position, only candidates with the skills/knowledge mentioned above will be contacted. For more information please call Lee Pittaway on 02076215500.
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