Senior Business Analyst
1 week ago
Experience in Market Risk, leading a high-performance team and large-scale high-impact projects on Market Risk, Counterparty Credit Risk, Risk Analytics for risk analysis, monitoring, and reporting
- Proven track record in assessing risk factors/exposures, building financial models, pricing derivatives, automating reports, and building trusting relationships with stakeholders including Traders, Risk, IT, Compliance & Audit
- Solid knowledge of Capital Markets products (e.g., Fixed Income, FX, Derivatives, Futures, Swaps), Market Risk methodologies and regulations (e.g., Value-at-Risk, Stress Testing, Back Testing, Basel II, FRTB)
- Proficient at Excel Macro, SQL, Python, MATLAB, STATA, Tableau, Bloomberg, Capital IQ, PowerPoint, Unix Bash
**Requirements**:
- Very strong market risk skills
- FRTB IMA / SA knowledge and experience
- Prefer good knowledge in market data setup in murex
- Excellent knowledge in eliciting and prepare requirements and functional specifications
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