Business Analyst - Market Risk Domain - Big 4

job Description for the role of Business Analyst Market Risk.

Location : Gurgaon, Mumbai, Bangalore.

Designation - Consultant

Role description:

- Strong understanding of capital market products and derivatives across asset classes

- Good knowledge of the Market Risk domain with project experience in areas like computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc.

- Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards

- Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology

- Attention to detail and high quality standards of documentation, processes and control environment

- Experience in the full E2E systems delivery lifecycle (SDLC)

- Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio

- Proficiency in data analysis, virtualization and BI solutions - SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.

- Excellent communication, organization, prioritisation and documentation skills

- Flexibility - adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints

- Deals comfortably with ambiguity - Stays on target to complete goals regardless of obstacles or adverse Circumstances

- Rigorous follow ups through on all commitments to achieve results

- Excellent and demonstrable understanding of "best practice" approaches to functional testing especially User Acceptance Testing.

- Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.