Risk Business Analyst recruitment
There will also be business analysis activities on the systems which are used by the daily VaR production team and for the calculation of regulatory capital.
The role will involve:
-Writing business specifications and requirements
-Writing test plans, specifying and testing new system functionality
-Providing solutions to facilitate risk calculations and indentifying system enhancements
-Contribute to the development of risk methodologies
-Represent the department in working groups and work closely with front office risk managers, quantitative managers, and IT
Requirements for the role:
-Degree in a quantitative/finance discipline (essential)
-Proven experience within a market risk (VaR, scenario/stress testing, sensitivities/Greeks) or credit risk role (PD, LGD, expected exposures) – this could be either within a project / business analysis environment, a line role, or a consultancy
-Proven experience / knowledge of the project life cycle (risk projects)
-VBA/Excel skills