Business Analyst, Traded Risk – Counterparty Credit Risk (CCR) | Trade Wind Down (TWD)

My client, a global bank based in London, is looking for a contract Senior Business Analyst on an initial 8 month contract. The Credit Risk platform is responsible delivering Counterparty Risk projections as well as utilising its projection capabilities to generate Futures market risk sensitivities and RWAs. Along with the delivery of TWD capabilities will be a stream of work to onboard new pricing models onto the CCR platform and the Lead BA must work closely with Quantitative Analytics teams and IT. The Lead BA must be experienced in efficiently leading prioritisation to ensure a continuous progression of work.

Key skills:

• Strong Business Analyst within Traded Risk
• Understanding of Traded Risk metrics
• Strong Credit Risk and Market Risk
• Counterparty Credit Risk (CCR)
• Strong functional knowledge of Risk Engines, Monte Carlo Simulation and Pricing Models and Risk aggregation
• Trade Wind Down (TWD) or Solvent Wind Down (SWD) – desirable

Please apply now for immediate consideration and further details.

Keywords: Business Analyst, Traded Risk, Counterparty Credit Risk, CCR, Trade Wind Down, TWD, Solvent Wind Down, SWD, Bank, Banking.

Scot Lewis Associates Ltd is acting as an employment business.