Risk Analyst/Business Analyst

:

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 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