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Business Analyst - Market Risk

Eingestellt von 7 Fifty Two Solutions Ltd

Projektbeschreibung

- Business Analyst
- Amsterdam Based
- 6 Month Contract (initially)
- Up to 600 EURO per day (negotiable for the right candidate)
- Consultancy, working on site at Global Investment Bank
- Market Risk
- Model Implementation
- Murex or Sophis Experience required

Global Investment Bank undertaking a Market Risk project to become fully compliant with the Internal Model Approach (IMA) for Market Risk.

A Business Analyst is required to assist in the delivery of "Implementation Review Team" workstream: For the implementation of Internal Model Approach, model implementation reviews are conducted to ensure that Valuation Model and Risk Models are properly implemented in production environments. A business analyst is needed to perform the Model Implementation reviews and provide requirements and tests on fixes to be made.

You will need to demonstrate a proven track record working in a Market Risk function (Market Risk Management, Market Risk Reporting, Market Risk Modelling, Market Data etc) as well as all/most of the following business knowledge and technical skills:

- Demonstrated experience in defining Risk frameworks, performing Risk model reviews that include recalculation of Risk measures (PnL & VaR) and review of Market data and Market data models
- Demonstrated experienced in financial markets and products - IRD, FXD and/or COM
- Murex system experience or Sophis system experience
- Quantitative qualification (Master/PhD)
- Programming experience
- Equity, Fixed Income, Securities Financing, FX & Interest Rate derivatives, Equitywe welcome applicants from all backgrounds.

Projektdetails

  • Einsatzort:

    Amsterdam, Niederlande

  • Projektbeginn:

    asap

  • Projektdauer:

    6 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

7 Fifty Two Solutions Ltd

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