Senior Market Risk Analyst / Market Risk Systems Manager
You will be tasked with developing and managing optimised enterprise wide integrated risk platform systems for Market risk and support appropriate control workflows to enable effective risk management.
Key Responsibilities
*The role involves managing a small change team in Risk Platforms - Market Risk systems for Commercial Banking Risk, which reports Standard VaR, Stressed VaR, Stress Testing, Risk Sensitivities, Risks Not in VaR and Incremental Risk Charge.
*Managing the smooth handover to BaU of the strategic market risk system project
*To engage key stakeholders within Commercial Banking Risk, Market Risk, Risk Methodology, Risk Reporting and IT
*Contribute to risk methodology discussions with Market Risk Methodology teams
*Responsibility for documentation of test results and process/procedural documentation
Experience Required
*At least a 2.1 degree in a Finance/Maths based discipline.
*Solid experience in banking, with preference to market risk pricing analytics and project Business Analyst role gained within Investment Banking
*Experience of "Value at Risk" and understanding of IR / FX / Credit Products
*Market Risk systems knowledge
*Advanced use of VBA Excel SQL, a good understanding of change projects, risk interfaces, stakeholder communication and writing business requirements/technical specs.
*Excellent Oral Written Communication skills.
*Analysis and vendor management skills would be advantageous.
Empiric Solutions is acting as an Employment Agency in relation to this vacancy.
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