Job Location: Mumbai
Job titleBusiness Analyst – Market RiskLocationBangalore/LondonExperience5 YearsJob DutiesWe are looking for a talented and experienced Business Analyst with sound knowledge and experience in market risk domain for one of our global Investment Banking Clients.•Support the implementation & testing of various risk change programs within the firm such as FRTB/ LIBOR transition•To involve in requirement gathering, scoping, translating them into BRD/FRD•Closely work with technology teams to implement the change•Understand & review the logic, try to standardise and harmonise the risk calculations where possible•Help risk manager to analyse & quantify the change impact, this may include digging through large data sets to understand the pattern/issue, replicating the calculation independently using banks pricing libraries, looking out for automations opportunities•Design & develop reports for presenting to various project stakeholders on the testing done & gaps identified•Ensuring the Quality Assurance standards for processes & systems changes are adhered.•Create and maintain the project artefactsQualification Master in Finance or Technology. Certifications like FRM, CFA are preferred.Skills Required•5 + years of relevant experience in Market Risk domain at Financial Institutions•Knowledge & experience of working in both agile/waterfall environment ( JIRA, Confluence etc.)•Experience of working on large risk change programmes with multiple work streams & multiple stakeholders•Working knowledge of Python programming is required (not developer level skill set)•Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members•Understanding of risk models like VaR, ES, CCAR, Stress testing etc.•Exposure to risk reporting, market data, risk systems, processes & methodology•Good knowledge of latest developments in risk domain including regulatory updates like FRTB , IBOR•Good knowledge of derivative products across asset classes including valuation & pricing
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