Market Risk Analyst - London, United Kingdom,
Our client - a leading Investment Bank based in Canary Wharf are looking to hire a Traded Risk Analyst with a strong background in Market Risk or Counterparty Risk to join their Traded Risk Management and Control function on a 6 month contract. The team is team is responsible for the successful implementation of strategic applications as well as BAU project activities.
* Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in Interest Rate products, Counterparty risks, Market risks, trade characteristics and hedging strategies
* 6 months experience working on projects or in change within risk management
* High degree of understanding of Traded Risk (Market or Counterparty 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
* Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
* Able to understand and document processes using data flow diagrams
* Experience in risk system development cycles and working with Risk Technology departments.
* Product Control background supporting PnL attribution for risk
* University graduate in Finance, computer science or numerated related disciplines
If you have experience working as a Business Analyst within Market Risk, please forward your CV today for a full specification.