Senior Business Analyst - Market Risk

• 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.

• 6+ years' experience in pricing and/or risk 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

• 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

Luxoft