Market Risk Business Analyst

• Contract Position, 6 months initially
• Competitive Daily Rate
• Top Tier Investment Bank
• Hybrid work

Key Responsibilities include:

• Guidance on upstream requirements that will enable risk processing through Market Risk systems
• Represent RTB Change in IBOR working group and engage collaboratively with MRM, MRAC, Methodology, IT, Strats and Finance on common issues
• Raising/driving IT requirements and prioritisations for MRM systems in collaboration with the MRMs and the Models & Valuations workstream within the Risk & Finance IBOR program

You will have:

• Broad financial market knowledge and experience in a financial services organisation
• Understanding of key risks expected from a given product type (Interest Rate products primarily)
• Reasonable understanding on the upcoming changes off the back of IBOR reform leading to rise in variety of new benchmark rates
• Good understanding of market risk measures (VaR/sVaR - HS Sensi & Full Revaluation, IRC, EC, Stress Testing, greeks), and interest in understanding methodology behind these; keen interest in various risk frameworks and how these are interconnected for bank's capital
• Interest in Project Management and working on projects. Ability to understand complex front to back processes while looking for ways to reduce inefficiencies

You will be:

Motivated, reliable, a team player with a "can do/hands on" attitude. You should be resourceful, organised, professional, and able to work under pressure on different projects simultaneously with a proactive self-starter approach in a demanding environment.