Market Risk Business Analyst

Market Risk, Traded products, VaR, Stress testing, Back testing, Risk calculation, VBA, Gap Analysis, Investment Banking, Regulatory, Basel, Murex,

My client, a leading investment bank, has a requirement for a Risk Business Analyst to join an existing team. The team is responsible for all market risk change projects working across asset classes.

The ideal candidate will have previous experience in a market risk analyst role within an investment bank, have a thorough understanding of VaR, stress testing, sensitivities and calculation of risk. This role is purely focussed on projects and especially in the regulatory space so knowledge of Basel is important and experience of gap analysis and target operating models will be a distinct advantage. Technically you will need to be highly proficient in VBA and have some experience of Murex/Calypso or similar systems.

This is an urgent requirement and there would be a preference for anyone who is available within 2 weeks.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.