Credit & Market Risk BA, London, £500+
Market & Credit Business Analyst,London, Banking, £500-600 per day
A key London-based Banking client is looking for a Business Analyst with excellent experience in PFE, sensitivities, market risk and credit risk methodologies, combined with excellent wholesale banking product knowledge to join their new Risk Infrastructure team immediately on a 6-month rolling contract paying £500-600 per day.
You will have the following essential skills/experience:
Strong BA skills - requirements gathering, spec writing, stakeholder management etc
Strong technical Market Risk knowledge: VaR (historical) and other MR methodologies, stress-testing scenarios, theoretical market risk knowledge, Greeks and P/L Vectors
Strong knowledge of Rates, FX, Fixed Income and Credit products
Perform stress testing & regulatory capital impact analysis in compliance with CADII, Basel II/III and general market practice
Good experience of pricing products e.g. experience of the whole process of pricing an interest rate swap
This is an exciting opportunity to secure a long-term position with a top banking client. If you match the above criteria please apply ASAP as there are interview opportunities immediately.
KeyWords: Business Analyst, Market Risk, London, Banking, IR, Interest Rates, FX, Foreign Exchange, Rates, Pricing, VaR, Value at Risk, Methodologies, Stress-testing, Credit, VBA, Murex, MLC, Testing, Greeks, Credit, Historical, Simulation, Monte, Carlo, Fixed Income, FI, Regulatory, Basel, BA
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