Market Risk Business Analyst, VP (Hybrid)

London, United Kingdom
17 Mar 2023
16 Apr 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Market Risk, Business Analyst
The Market Risk Business Analyst will work as part of a team who co-ordinate, plan and perform hands on analysis for HVAR/FRTB with Global Market Risk function. The Market Risk Business Analyst makes contribution to market risk initiatives and projects through risk and project skills. Communication skills are required to collaborate with colleagues in risk as well as other areas making impact on key initiatives. Conduct analysis on risk model, data, and process. Provides support and advice to senior managers and other teams within or outside of risk.

  • Analyse and monitor VAR quality, highlight issues in risks, models, data quality and infrastructure
  • Work with quant team, IT, and risk managers to ensure issues are timely understood, reviewed, and addressed
  • Understand the bank's risk infrastructure, contribute to the design and implementation of HVAR platform
  • Keep track of key deadlines/milestones and their changes. Work with project team to promote timely and precise communication across teams.
  • Keep track of ongoing development and issues as well as their solutions and action points
  • Produce regular status reports with focus on key issues, project risks, and counter measures
  • Degree in a quantitative or financial discipline.
  • Knowledge of financial instruments and risk metrics
  • Excellent written and verbal communication skills
  • Ability to work collaboratively and with people at all levels of the organization
  • Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL is beneficial
  • Programming and/or database management experience is beneficial
  • Exposure to historical simulation VAR and related processes in a market risk environment is beneficial
  • Exposure for nonlinear product/model is beneficial
  • A quantitative degree is beneficial
  • Bachelor's/University degree, Master's degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Risk Management -------------------------------------------------
Job Family:
Market Risk ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
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