Information:
Job Vacancy Details
Business Analyst -Market Risk/ Credit Risk
Financial Services
London
Temp ⁄ Daily Rate based on experience
Updated February 4, 2012
The role involves managing the Integration programme for Corporate Markets and contributing to the wider development of Market Risk Infrastructure across Wholesale Markets and Treasury & Trading.
To perform analysis and write business requirements, test plans, test exit criteria and measure the impact on Risk infrastructure & Control systems which incorporates Reference Point, Adaptiv 360, Adaptiv Analytics, Murex Limits Controller, internal VaR engine and Summit analytics in respect to transaction and market data integration plans.
To liaise closely with stakeholders within Corporate Markets Risk, Risk Methodologies, Front Office, Market Risk, Risk IT and 3rd party software vendors to support business growth and integration plans for WM/TT, clearly documenting and communicating integration plans and requirements to senior managers in Risk Infrastructure.
Attend Integration work stream Working Groups on behalf of Risk Infrastructure. Manage UAT and regression test cycles for integration projects, software upgrades etc. This will involve liaising across functional areas and working closely with software vendors and internal Risk IT development teams, tracking issues and escalating to senior management in both Risk infrastructure and across functional teams as required.
Responsibility for documentation of test results and process/procedural documentation to enable effective handover to Risk Control & Monitoring, Risk Data Utility and Risk Reporting & MI teams and ensure compliance with internal audit and Sarbanes-Oxley requirements.
Who we're looking for
• At least a 2.1 degree, preferably in a mathematical discipline.
• Experience of performing business analysis and project management on cross-functional projects involving investment banking products.
• Experience in risk, with preference to market risk analytics.
• Experience of Summit, Murex, Martini, Murex-MLC or Sungard-Adaptiv advantageous.
• Advanced in Excel & Access, a good understanding of interfaces and programming.
• Strong knowledge of Market and Credit Risk of OTC derivative products, Foreign Exchange, Fixed Income and Money Market instruments
• Proven knowledge of pricing and an appreciation of risk sensitivities, VaR and Credit risk calculations.
About our client
Top Tier Bank
What's on offer
Daily Rate based on experience
Michael Page Contact
For further info, apply or phone on 020 7645 1457.
Job Ref: 13147937
Your application will be sent to Jason Taylor.
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