Cross Asset Counterparty Risk BA

Front Office, Credit risk, Market risk, Derivatives, Investment Banking, Agile, Contract, London

A leading investment bank is looking for a Front Office Cross Asset Risk Business Analyst. This will be a hands-on role involving investigation to understand the trade, trade structure, risks and reference data available in the source systems. Investigation will involve analysing large volumes of data as well as system configurations whilst understanding gained from system owners, other business analysts and business users will be no less important.

Experience Required
Experience and understanding of derivative (linear and option) products and their market risks for at least two of the following asset classes: Interest Rates, FX, Commodities and Credit Derivatives. Significant experience and understanding in at least one of these.
Detailed understanding of market risk or counterparty risk, and understanding of the concepts of the other. This includes methods of calculation of risk.
Analysing and simplify large volumes of data, investigation into system configurations.
Experienced in Front Office is a must.

Experience Preferred
Hands on experience of Agile development methodologies and especially Behaviour Driven Development.
Understanding the concepts behind derivatives pricing.
Project management of small projects

This is a long term opportunity for the right person to really come and make a mark on an exciting project and forge a name for themselves very quickly.

If you are suitable and would like to find out more about this project please send me your CV and current contact number