Greenwich Associates | Hiring | Senior Analyst | Mumbai | Bharat | BigDataKB.com | 12 Oct 2022

Job Location: Mumbai

Job titleBusiness Analyst โ€“ Market RiskLocationBangalore/LondonExperience5 YearsJob DutiesWe are looking for a talented and experienced Business Analyst with sound knowledge and experience in market risk domain for one of our global Investment Banking Clients.โ€ขSupport the implementation & testing of various risk change programs within the firm such as FRTB/ LIBOR transitionโ€ขTo involve in requirement gathering, scoping, translating them into BRD/FRDโ€ขClosely work with technology teams to implement the changeโ€ขUnderstand & review the logic, try to standardise and harmonise the risk calculations where possibleโ€ขHelp risk manager to analyse & quantify the change impact, this may include digging through large data sets to understand the pattern/issue, replicating the calculation independently using banks pricing libraries, looking out for automations opportunitiesโ€ขDesign & develop reports for presenting to various project stakeholders on the testing done & gaps identifiedโ€ขEnsuring the Quality Assurance standards for processes & systems changes are adhered.โ€ขCreate and maintain the project artefactsQualification Master in Finance or Technology. Certifications like FRM, CFA are preferred.Skills Requiredโ€ข5 + years of relevant experience in Market Risk domain at Financial Institutionsโ€ขKnowledge & experience of working in both agile/waterfall environment ( JIRA, Confluence etc.)โ€ขExperience of working on large risk change programmes with multiple work streams & multiple stakeholdersโ€ขWorking knowledge of Python programming is required (not developer level skill set)โ€ขExcellent communication and documentation skills to coordinate with business and technology stakeholders and team membersโ€ขUnderstanding of risk models like VaR, ES, CCAR, Stress testing etc.โ€ขExposure to risk reporting, market data, risk systems, processes & methodologyโ€ขGood knowledge of latest developments in risk domain including regulatory updates like FRTB , IBORโ€ขGood knowledge of derivative products across asset classes including valuation & pricing




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