Market Risk Business Analyst
- Contract Position, 6 months initially
- Competitive Daily Rate
- Top Tier Investment Bank
- Hybrid work
Key Responsibilities include:
- Guidance on upstream requirements that will enable risk processing through Market Risk systems
- Represent RTB Change in IBOR working group and engage collaboratively with MRM, MRAC, Methodology, IT, Strats and Finance on common issues
- Raising/driving IT requirements and prioritisations for MRM systems in collaboration with the MRMs and the Models & Valuations workstream within the Risk & Finance IBOR program
You will have:
- Broad financial market knowledge and experience in a financial services organisation
- Understanding of key risks expected from a given product type (Interest Rate products primarily)
- Reasonable understanding on the upcoming changes off the back of IBOR reform leading to rise in variety of new benchmark rates
- Good understanding of market risk measures (VaR/sVaR - HS Sensi & Full Revaluation, IRC, EC, Stress Testing, greeks), and interest in understanding methodology behind these; keen interest in various risk frameworks and how these are interconnected for bank's capital
- Interest in Project Management and working on projects. Ability to understand complex front to back processes while looking for ways to reduce inefficiencies
You will be:
Motivated, reliable, a team player with a "can do/hands on" attitude. You should be resourceful, organised, professional, and able to work under pressure on different projects simultaneously with a proactive self-starter approach in a demanding environment.