Business Analyst - FRTB We are hiring Business Analyst - FRTB with one of our client. The individual will be responsible for following : - Support the testing & implementation of various risk programs under FRTB. - Ensuring adherence to industry standards and regulatory requirements (in particular with regard to Basel and Capital Requirements Regulation related to FRTB). - Preparing for internal model governance and regulatory review processes; supporting, coordinating and securing agreement on model design with relevant stakeholders. - Perform technical gap analysis between current state of risk infrastructure for market risk. - Coordinate & collaborate with Business/Risk Manager/Developers to implement the changes to various risk processes, systems & metrics like PnL attribution, VaR, Stressed VaR, ES. - Performing PnL analysis, risk reporting & providing risk based commentary. - Develop reports for presenting to various project stakeholders on the testing done & gaps identified. - Analyse & explain the impact to Risk Managers and Desk. - Create and maintain the project artefacts. - Master in Finance and FRM, CFA desirable. - 5 + years of experience & strong understanding of Market Risk domain. - Experience in large change projects from risk & technology. - Good knowledge of latest developments in market risk domain including regulatory updates. - Strong understanding of FRTB regulation, VaR & ES calculation methodology. - Good knowledge of derivative products across asset classes including valuation & pricing. - Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members. - Proficiency in SQL & strong data analysis skills. - Working experience in Python is highly preferable.

London

Business Analyst - FRTB - BFS 

Business Analyst - FRTB - BFS  ,Job Description for Business Analyst - FRTB - BFS  in Client of Xcelyst in  London for (4-8) years of experience. Apply Now!

Job Description for Business Analyst - FRTB - BFS  in Client of Xcelyst in  London for (4-8) years of experience. Apply Now!