Senior Business Analyst – Market Risk – Historical Simulation – Investment Bank

  • Salary:£650-£750/day
  • Location:London, England, United Kingdom
  • Job Type:Contract, Full time
  • Company:Alexander Ash Consulting
  • Updated on:23 Mar 18

Senior Business Analyst – Market Risk – Historical Simulation – Investment Bank. A leading investment bank are undertaking a major transformation programme within market risk and have a fantastic opportunity for a Business Analyst to play a key role in the migration from a Monte Carlo to Historical Simulation methodologies for market risk calculations.

As a Business Analyst you will be responsible for utilising your detailed understanding of market risk calculations and methodologies to provide business requirements analysis skills for the migration programme. You will possess a robust understanding of the regulatory environment including BCBS239 and FRTB as well as solid operating model and business process re-engineering skills and will work with risk managers, quants and the trading community.

You should apply for this role if you are/have:

  • 5+ years’ experience in market risk change within major investment banks
  • Strong understanding of VaR and risk methodologies (Monte Carlo, Historical Simulation)
  • Experience with risk calculation change, business process change and operating model change
  • Solid understanding of FRTB and BCBS 239 regulations
  • Structured, end-to-end business analysis skills focused on business change rather than IT
  • Background in risk management line or risk advisory highly desirable
  • Degree educated or higher from a leading academic institution

This is a £650-£750/day role based London initially for six months.

London, England, United Kingdom London England GB