Educational requirements: Bachelor
English requirements: Competent English
Requirements for skilled employment experience for years: 1-3 years
Required residence status: Temporary visa, Permanent resident, Citizen
Accept remote work: unacceptable
Responsibilities You will be a Business Analyst focusing on
Assisting in gathering and nailing down requirements for the market risk team, front office and other business stakeholders. Working with technology stakeholders to also define technical requirements.
Work on FRTB implementation solution design together with the wider team.
Analyzing MR/VAR test run outputs, identify, analyse and remediate issues. Discuss issues with Market Risk and Quant teams as required.
Skills Must have
• 2+ years experience in implementing a FRTB?SA?solution for a Sell Side organization • 7+ years' experience in pricing and/or risk model validation for financial markets • Previous experience with financial markets technology from a Financial Markets FO or Risk perspective. • Experience in analyzing VAR/FRTB Market Risk outputs to determine first level of accuracy of values. Discuss results with Quant team and facilitate their involvement as required. • In-depth knowledge of various asset classes including IRD, FI, Credit, FXD, FX Cash and Commodities, espcially in IRD and Rates • Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions • Some technical skills (Python, SQL, VBA, Excel) are expected
Nice to have
• Python knowledge is highly regarded • Hands-on knowledge of FO configuration: instruments, generators, curves, market data, market conventions, etc • Expert knowledge of how to analyze P&L and sensitivity issues within technology platforms
