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