Quantitative BA – Stress Testing/Market Risk recruitment
On a day-to-day basis, you will be responsible for:
- 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
In addition to the responsibilities above you will need:
- 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
- Expertise in Excel, Access and developed technical skills in Front office development language (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
- A highly numerate undergraduate degree /or post graduate degree holder with major in statistics or mathematics
Finance Professionals is part of Hydrogen Group.
