Risk Analyst/Business Analyst

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We are looking for a strong Market Risk Business Analyst / SME with deep expertise in VaR and hands-on market risk system implementation experience. The candidate will work closely with business users, risk teams, and technology teams to support regulatory and strategic market risk initiatives.

Key Responsibilities:

• Work on implementation and enhancement of market risk systems.

• Provide SME support on VaR and other market risk methodologies.

• Support regulatory-driven market risk programs.

• Work closely with business users, project managers, and team leads.

• Translate business and regulatory requirements into system solutions.

• Support testing, validation, and production rollout activities.

• Communicate technical topics clearly to both technical and non-technical stakeholders.

Key Requirements:

• In-depth understanding of VaR with at least 5-8 years of hands-on implementation experience.

• Good understanding of key market risk concepts such as Expected Shortfall, Stressed VaR, Stress Testing, and Scenario Analysis.

• Functional knowledge of financial products and valuation methodologies across asset classes such as vanilla IRS, CCS, FX Forwards, etc.

• Exposure to and understanding of regulatory regimes including Basel II, Basel 2.5, Basel III, and FRTB related to market risk.

• Strong technical knowledge of market risk system implementation. Exposure to platforms such as Murex, Calypso, Finastra, etc. is an advantage.

• Strong and effective communication skills in handling stakeholders such as business users, project managers, and team leads.

• Ability to clearly explain technical topics to non-technical stakeholders.

Skills:

• Murex Risk Module

• Market Risk Systems

• VaR Implementation

• Regulatory Reporting

- Stakeholder Management