MARKET RISK, Business Analyst, VAR, FRTB, Stress Testing REGULATORY, PRODUCT KNOWLEDGE, London.
Major Investment Bank requires a Market Risk Business Analyst for a Mission critical Role. Must have strong Market Risk Methodology and Business analysis experience including VAR methodology, Market Risk System implementation/migration and the ability to communicate effectively will all levels of the business and IT. The role will interact with the trading desks to ensure implementation of regulatory alignments and compliance, front office experience is essential for this position.
My client is looking for in-depth Business Analysis experience gained within top tier financial institutions, including requirements gathering, the accurate documentation of functional/non-functional specifications and assisting in the preparation and execution of User Acceptance Testing. You must be highly adept in market risk sensitivities and measurement. You must have an in depth understanding of all risk models (VaR, absolute/relative shift, rescaling function).
A Strong knowledge of Credit Products, Rates, Equities and other derivative instruments is highly desirable. Investment Banking/Capital Markets experience is a prerequisite for this position. A strong knowledge of the current Market Risk regulation is a pre-requisite.
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