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Market/Credit Risk BA - Banking - London

Job Title: Market/Credit Risk BA - Banking - London
Contract Type: Contract
Location: London
Industry:
Salary: £450p/d - £550p/d
Start Date: ASAP
Reference: TEC1
Contact Name: Anai Patel
Contact Email: anai.patel@twentyrecruitment.com
Job Published: August 24, 2020 15:03

Job Description

Twenty have partnered with an Investment Bank in London who are looking for a Technical Risk Business Analyst to join their Technology function.

Responsibilities:

  • Lead the Risk stream for onboarding a new platform for interest rate products
  • Prepare risk systems and implement PFE and credit risk monitoring
  • Perform technical analysis and design of target infrastructure updated regarding PFE implementation
  • Mapping Trade and Market data from the system to QUIC format
  • Work closely with dev teams and risk quants to understand how products will map to existing PFE modelled/non-modelled calculation methodologies.
  • Define a solution for EDO/Intraday risk monitoring for new entity
  • Work closely with the technology project management and risk system vendors to define delivery schedules and validate package updates.
  • Work with the project team to define appropriate testing methodologies and be involved running tests related to new product development.
  • Act as a Risk Technology SME within the programme
  • Build effective working relationships with technology risk, risk analytics, market/credit risk and front office teams.

Experience:

  • Previous experience working as a Technical BA across market and credit risk
  • Strong background in implementing a PFE solution for Interest rate and FX products.
  • Experience with vendor based calculation engines desirable
  • Ability to define and structure test plans, experience of guiding users through UAT phases
  • Experience working with QuIC and Murex would be beneficial
  • Proven stakeholder management skills with business and technology stakeholders