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Market Risk Business Analyst - FRTB, Greeks, VaR, SQL
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Market Risk Business Analyst - FRTB, Greeks, VaR, SQL
Up to £830 per day (Inside IR35)
London / Hybrid (2-3 days onsite per week)
6 months
My client is a Global Financial Services organisation who urgently require a Market Risk Business Analyst with strong knowledge of FRTB implementation(s), Greeks, VaR and proficiency in querying relational databases using SQL to work on a business-critical Market Risk system that delivers regulatory and Risk calculations across multiple jurisdictions.
Key Requirements:
- Proven experience as a Market Risk Business Analyst with a track record in Financial Services organisations
- Deep expertise in Market Risk, with a strong understanding of Risk methodologies, measures and regulatory drivers (Greeks/sensitivities, VaR etc)
- Full lifecycle experience on large, complex business and / or IT change programmes in the Financial Services
- Experience of working on FRTB implementation projects
- Familiarity with key Counterparty Credit Risk measures (exposure calculation, PFE, EPE etc)
- Familiarity with a wide range of asset classes (ie Fixed Income, Equities, Derivatives)
- Proficiency in querying relational databases using SQL
- Working knowledge of collaboration tools such as Confluence and JIRA
- Excellent communication skills, with ability to work closely with users, senior management and key stakeholders across multiple disciplines and jurisdictions
- Ability to handle multiple workstreams and assignments simultaneously
- Capability to undertake manual testing as required during systems integration and UAT
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