Market Risk Technical Business Analyst

  • GBP50000 - GBP70000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Charles Levick
  • 15 Nov 17 2017-11-15

A leading investment bank require a Business Analyst within their Market Risk team to work on a large-scale change programme. This individual will initially focus on stress testing conciliation for Market Risk and must have strong data analysis/prototyping skills (Excel, SQL, Python). Furthermore, this individual must have strong asset class knowledge (FX, commodities, debt products, credit derivatives) along with previous experience as Business Analyst on a Market Risk programme.

A leading investment bank require a Business Analyst within their Market Risk team to work on a large-scale change programme. This individual will initially focus on stress testing conciliation for Market Risk and must have strong data analysis/prototyping skills (Excel, SQL, Python).
Furthermore, this individual must have strong asset class knowledge (FX, commodities, debt products, credit derivatives) along with previous experience as Business Analyst on a Market Risk programme.

Responsibilities:

* Writing Business Requirements Documents and User Stories to capture the requirements and inform the technology build.
* Work directly with stakeholders (technical and non-technical) to understand their scenarios & stress testing requirements both near-term and strategic.
* Script up or prototype scenario models and methodologies to use as a reference for the strategic implementation in the platform
* Provide direction to the other business analysts regarding any analysis required to support the strategic build.

Skills & Experience:

* A university degree or above in an analytical subject such as Physics, Maths or Computer Science
* Scripting and prototyping tools such as Excel and Python
* Background working in a front office technology team delivering non-trivial risk & scenario requirements
* Excellent understanding of basic risk management principles with primary focus on Market Risk.
* Specific product knowledge of any of the following: FX, commodities, debt products, credit derivatives
* Strong cross-asset business knowledge for Risk & Scenarios including 1st & 2nd order sensitivities, scenarios.
* Knowledge of FRTB requirements