EY - Market Risk Analyst/Business Analyst - Market Risk

- Knowledge of market risk instruments and products, understanding of market risk functions

- Good understanding about VaR (Historical Simulation approach including Full Revaluation approach) and risk sensitivities methodology and computation.

- Experience in working across systems and processes

- Strong analytical skills in breaking down the VaR numbers in identifying the main drivers

- Knowledge of MR regulations such as FRTB, IBOR transition etc

- Business Analyst experience would be an added advantage

- Strong interpersonal skills with proven ability of organisational planning and resource mobilisation

- Ability to bring analytical, structural and effective solutions to complex problems

- Responsible to establish a very strong partnership with stake holders -front office business, capital management, regulators, Quants, model review group and IT to contest necessary

- Responsible to work with stakeholders to produce requirements and functional specification documents

- Qualifications would include a Bachelor's degree / equivalent with relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flows

- Experience with RDMS and proficient SQL skills with Python/Scripting Knowledge is a plus