Market Risk Business Analyst

My client, a global bank, is looking for a Business Analyst to join their London Market Risk team which is responsible for the implementation of strategic applications within the Global Risk Systems group. The team develops and maintains global risk systems used across the bank. These systems provide functionality for the analysis of market risk metrics group-wide, market risk capital requirements and all FRTB-SA and FRTB-IMA measures.

Key skills:

• Business Analyst within Market Risk
• Market risk measures, eg Greeks / Sensitivities, VaR, ES (Expected Shortfall)
• A wide range of asset classes (eg Fixed Income, equities, derivatives)
• FRTB - ideally Standardised Approach (SA)

Please apply now for immediate consideration and further details.

Keywords: Business Analyst, Market Risk, Risk, VaR, ES, Risk Sensitivities, FRTB, Banking, Investment banking.

Scot Lewis Associates Ltd is acting as an employment business.