Traded Risk Stress Testing Business Analyst

  • Negotiable
  • Edinburgh, Scotland, United Kingdom Edinburgh Scotland GB
  • Contract, Full time
  • HSBC Bank plc
  • 18 Apr 18 2018-04-18

Role: Business Analyst (Market Risk) Location: Edinburgh, Scotland Duration: 6 months Type: Ltd Rate: DOE

Role: Business Analyst (Market Risk)

Location: Edinburgh, Scotland

Duration: 6 months

Type: Ltd

Rate: DOE

Role Purpose:

Cross over between Business Analyst (build and approve operating models for traded risk stress testing, set execution timelines and anchor agreed targets) and Project manager (orchestrate and lead the work for 300+ global stakeholders throughout regulatory engagements such as PRA, EBA and ICAAP P2A whilst also engaging with issue resolution throughout the full engagement).

Accountabilities:

Assist senior risk expert, change and IT teams in prioritising their efforts (b) maintain an understanding of Market Risk (MR), Counterparty Credit Risk (CCR) and ICAAP P2A methods (c) build and maintain operating models to facilitate compliant MR, CCR and ICAAP processes (d) assist with user story/ requirements documentation and micro project planning (e) understand data flows within the global trading system landscape where 20+ risk systems interact (d) build audit trails to meet internal and external documentation and governance requirements (e) thrive in an environment where tight regulatory timelines put significant pressure on stakeholders.

Essential Experience:

  1. Many years in Financial Services focused on Traded Risk (market/counterparty risks covering valuation models for all asset classes, VaR, Stress PnL, Sensitivities/Greeks, insights on netting e.g. CSA/ISDA, understanding of scenario expansion methods and counterparty credit risk items such as EEPE, EPE, EE and xVA)
  2. Business analyst experience relating to process and technology change
  3. Governance experience from arranging and leading change and execution workshops, preparing and managing governance meetings, tracking actions, issues and risks
  4. Skills in making 'to the point' MS PowerPoint presentations and Excel/Basic VBA