IRC Market Risk Business Analyst - Banking - London
£70,000 - £95,000
A Tier 1 bank and Financial Services institution. They offer various products across multiple areas including Corporate, Personal and Investment Banking.
My client are looking to build out their Market Risk IT function to further manage the core business Market Risk applications in line with the wider infrastructure of the bank. You will be at the forefront of this change as you will take on the role of the SME in all project work related to risk calculations.
- Work with stakeholders to gather detailed requirements from Risk Managers, IT Technology Leads and Project Managers to review and present to senior management
- Design and implement testing strategies
- You have a fantastic knowledge of Market Risk methodologies & calculations, specifically experience of IRC
- You have hands-on experience of data mining of risk data
- You have a solid understanding of risk measures such as VaR, stress testing and expected shortfall
What's in it for you?
This role will put you at the forefront of major Market Risk IT transformation. The current team are working on complex change delivery encompassing highly technical risk methodologies which will push your knowledge & understanding as an IT Business Analyst.