Business Analyst - Market Risk - Consulting Firm

Job description :

- Part of team of analysts supporting (including VaR, Position Risk ERC, Allocated Capital and sensitivities), limit monitoring and back testing preparation.

- Work with the cross functional team to improve efficiency across analytical tools as well as the development of further tools.

- Face off to key stakeholders across MRM

Sensitivities Reporting :

Production and distribution of market risk (Var) including investigation and analysis of exceptions, data integrity and methodology issues

- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.

- Ensure that the risk reports are accurate and complete along with the implementation of improved controls.

- To participate in the roll out of enhancements in risk systems processes and data feeds.

- VaR, ERC, Exposure & Sensitivity Limit Monitoring

- Monitoring of VaR, ERC, Exposures and Sensitivities against limits globally across all business lines

- Reporting of and explanation of limit violations to senior management

- Escalation and resolution of limit breaches