Market Risk Analyst
Job Summary
Job Description
Seeking a Business Analyst with 8 to 10 years of experience in an Investment Bank's Market Risk department. The role involves acting as a liaison between onshore IT business lines and offshore technical teams, providing primary functional support. Key responsibilities include functional testing and validation of Market Risk knowledge, including PnL calculation and explanation, VaR, and Stress VaR analysis. Experience with Product Control, financial products (Treasury, FX, Credit, IRD), market data, sensitivities, and regulatory knowledge (Basel III, FRTB, CVA) is essential. Technical skills in SQL, XML, HTML, UML, business objects, data warehousing, and BI are also required, along with project cycle methodology and strong testing methodologies.
Must have:
- 6+ years as Business Analyst in Investment Bank Market Risk
- Technical experience with data models and SQL
- Liaison experience between onshore IT and offshore teams
- Functional testing and validation of Market Risk knowledge
- PnL calculation and explanation, VaR, Stress VaR
- Product Control knowledge
- Knowledge of financial products (Treasury, FX, Credit, IRD)
- Market data and sensitivities experience
- Regulatory knowledge (Basel III, FRTB, CVA)
- Technical skills in SQL, XML, HTML, UML
- Understanding of project cycle methodology
- Strong technical testing skills
- Strong organizational skills
- Strong analytical and summarization skills
5 skills required
Job Details
Primary Skills
- 6+ years as a Business Analyst in Investment Bank organization within Market Risk department
- Technical experience to be comfortable with data models and SQL
- Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team
- Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis)
- Product Control knowledge (Pnl calculation and explanation, …)
- Financial products (Treasury, FX, Credit, IRD…)
- Market data (Volatilities, Curves,…), Sensitivities
- Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, …)
- Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI
- Project cycle methodology
- Strong technical skills in tests methodology
- Strong organizational skills
- Strong ability to analyze and summarize
Secondary Skills
- Liaise with IT business lines contacts for clarification and understanding of requirements.
- Analyze functional impacts considering technical constraints with technical lead’s help
- Prepare and present functional aspects of changes/evolutions to developers
- Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts
- Support the technical development team in any functional aspects.
- Organize and keep up to date detailed functional documentation
- Conduct continuous testing in development environment for development monitoring
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About The Company
We are a global leader in partnering with companies to transform and manage their business by harnessing the power of technology. Capgemini is a global leader in partnering with companies to transform and manage their business. Capgemini is a global leader in partnering with companies to transform and manage their business by harnessing the power of technology.
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