Market Risk PM/ BA at Top Tier Investment Bank, London recruitment
My client is a Top Tier Investment Bank in London looking for a permanent Market Risk Project Manager/ Business Analyst to sit in the MR Projects team responsible for delivering Core System and Business Support Projects. You will be involved in the enhancement and development of risk capabilities to support key initiatives predicated on regulatory requirements and for business expansion to new markets, products and structures.
Responsibilities will include:
Responsibility for writing business specification, test plans and testing of changes to the core risk calculation engine and risk applications used by the VaR production team.
Providing tactical solutions to facilitate risk and identifying system enhancements to allow risking of new products in the Fixed Income, FX and Emerging Markets
Contribute to the development of risk methodologies for new structures and products
Represent the department in various working groups and communicate timelines, progress and dependencies to other parties.
Investigate enhancements of risk practises, processes and controls
To apply you need to have previous experience in Market Risk or Product Control. a good knowledge of derivatives products and structures, mainly fixed income and credit products and market risk management including VaR methodologies, scenarios/ stress testing, sensitivities/ Greeks. A further understanding of the project lifecycle and Market Risk Systems is desirable. If you feel you fit this profile please respond to this advert with an up to date CV or give Sarah Warboys a call on 0207 469 8955 