Traded Credit Risk - Business Analyst

Required Experience -

- Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in Interest Rate products, Credit risks, trade characteristics and hedging strategies
- High degree of understanding of Traded Credit Risk terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
- Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
- University graduate in Finance, computer science or numerated related disciplines
- Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
- Experience in risk system development cycles and working with Risk Technology departments.
- Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
- High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio

To find out more about Huxley Associates, please visit www.huxley.com