Business Analyst-Market Risk-Fundamental Review Trading Book

BUSINESS ANALYST - MARKET RISK - FTRB/FUNDAMENTAL REVIEW OF THE TRADING BOOK

A leading investment bank are reviewing their market risk VaR calculation capability in relation to the Fundamental Review of the Trading Book and have a fantastic opportunity for business analyst to provide trading book market risk expertise to a major change programme.

As a Business Analyst you will utilise your market risk expertise combined with your structured business analysis skills (including business requirements documentation, functional specifications, gap analysis, governance and control assessments and stakeholder management) across a variety of projects concerning value at risk, stress testing and risk sensitivities as related to the banking book.

You should apply for this role if you have:

- 7+ years structured business analysis experience within risk or investment banking
- Robust understanding of methodologies for market risk including VaR, Greeks and stress testing
- Detailed understanding of traded financial products, preferably derivatives
- Strong numerical/quantitative skills
- Structured, full life cycle business analysis capability
- Excellent communication and stakeholder engagement skills
- Degree educated or higher from a leading academic institution
- MSc, PhD, MBA, FRM, CFA, CQF are preferred

This is an initial six month contract based London compensated at £600-£700/day.