Senior Business Analyst - Market Risk

• You will be a Business Analyst focusing on
• Assisting in gathering and nailing down requirements for the market risk team, front office and other business stakeholders. Working with technology stakeholders to also define technical requirements.
• Work on FRTB implementation solution design together with the wider team.
• 
  Analyzing MR/VAR test run outputs, identify, analyse and remediate issues. Discuss issues with Market Risk and Quant teams as required.

Must have

• 6+ years'' experience in pricing and/or risk validation for financial markets
• Previous experience with financial markets technology from a Financial Markets FO or Risk perspective
• Experience in analyzing VAR/FRTB Market Risk outputs to determine first level of accuracy of values. Discuss results with Quant team and facilitate their involvement as required
• In-depth knowledge of various asset classes, including IRD, FI, Credit, FXD, FX Cas,h and Commodities, especially in IRD and Rates

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• Experienced in dealing with Risk, Product Control, and Front Office stakeholders in both Markets and Treasury divisions
• Some technical skills (Python, SQL, VBA, Excel) are expected

Nice to have

• Hands-on knowledge of FO configuration: instruments, generators, curves, market data, market conventions, etc
• Expert knowledge of how to analyze PL and sensitivity issues within technology platforms