Market Risk Business Analyst

Description de la mission

A large International Bank based in London.
Description
Market Risk Business Analyst role and responsibilities:
This role is within the Global Risk Systems application development team. The team develops and maintains global risk systems used across the bank. These system provide functionality for
Production and analysis of market risk metrics group-wide
Provision of the measures needed for Basel 2.5 market risk capital requirements
Production and analysis of all FRTB-SA and FRTB-IMA measures
The business analyst will interact with business stakeholders globally to gather and document requirements, and with the implementation team to produce specifications, provide guidance on requirements and to assist with testing. The business analyst will have the ability to earn and maintain the confidence of our key business stakeholders.
Key Responsibilities
Gather requirements from business users, assisting with the achievement of consensus between stakeholders as needed
Provide feedback on and, when required, assist with the production of, business requirements documents
Produce detailed functional specifications
Produce detailed interface specifications
Ensure company and team documentation standards are followed
Facilitate the production of automated acceptance tests
Undertake manual testing as required during systems integration and user acceptance testing
Assist with defect triage as required during UAT
Participate in the 3rd line production support rota
Profile
Market Risk Business Analyst experience
Full lifecycle experience on large, complex business and/or IT change programmes in the financial services industry
Working with users, senior management and stakeholders across multiple disciplines and jurisdictions.
Ability to handle multiple work streams and assignments simultaneously
Exposure to projects involving both vendor integration and significant in-house development
Experience working on FRTB implementation projects
Knowledge and skills
In depth understanding of key market risk measures, e.g. Greeks/sensitivities, VaR, ES
Familiarity with a wide range of asset classes (e.g. fixed income, equities, derivatives)
Excellent oral and written communication skills
Proficiency in querying relational databases using SQL
Proficiency in the use of collaboration tools such as Confluence and JIRA
Education
Strong educational background with BSc/MSc in computer science or other numerate discipline or equivalent
Job Offer
Upto £850 per day on an umbrella basis.