Market Risk Business Analyst (2729)

For a project at our bank client in Zurich we are looking for a MARKET RISK BUSINESS ANALYST (2729)

The Credit Risk Office (CRO) Change team is looking for a Business Analyst to support delivery of the market risk capital framework capabilities to meet the Basel Committee on Banking Supervision (BCBS) consultative paper proposals regarding the Fundamental Review of the Trading Book (FRTB).

JOB DESCRIPITION

- Acting as a multi-workstream Private Banking and Wealth Management Credit Risk Officer to Change point of contact within the FRTB program
- Identifying and documenting business requirements from key business stakeholders
- Conduct deep dive analyses and gap analyses
- Managing and supporting user acceptance testing
- Work with key stakeholders and programs to define business solutions that deliver requirements
- Pursue timely resolution of ongoing regulatory and industry group outcomes on business requirements
- Facilitate/manage testing and issue resolution
- Contribute to working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met

JOB QUALIFICATIONS

- EXPERIENCE IN RISK IMPLEMENTATIONS (MARKET RISK PREFERRED) OR MANY YEARS EXPERIENCE IN INVESTMENT BANKING
- Min. 3 - 5 years solid experience as BA
- Exposure to systems, data and processes involved in generating market risk capital and P&L within an Investment Banking environment
- Understanding and experience in calculation and application of VaR and other market risk capital methodologies.
- Track record of sourcing and defining clear and comprehensive requirements, analytical and problem-solving skills, strong attention to detail and accuracy and timeliness of delivery
- Ability to communicate successfully (written and verbal)
- FLUENT ENGLISH, ORAL/WRITTEN
- Experience in similar regulatory capital calculation implementations.
- Professional qualification (eg CFA, MBA, CA, risk certification)

If you fit the job description and are looking for a new challenge we look forward to receiving your CV in MS-Word format (.doc/.docx)