Credit & Market Risk BA, London, £500+

City of London
£500 - £600 per annum
16 Nov 2012
14 Dec 2012
Oliver Ashby
Contract Type
Full Time

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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