Market Risk
Job Summary
Job Description
The Market Risk position requires a Business Analyst with 6+ years of experience in an Investment Bank within the Market Risk department. The role involves liaising between IT business lines and offshore technical teams, providing functional support for the development team. Key responsibilities include functional testing and validation, understanding PnL calculations, VaR and Stress VaR analysis, and having knowledge of financial products and market data. The candidate will also be involved in analyzing functional impacts, preparing specifications, and supporting the technical development team.
Must have:
- 6+ years as a Business Analyst in Market Risk.
- Experience with data models and SQL.
- Experience as liaison between IT and technical teams.
- Experience in functional testing and validation.
- Product Control and Market Risk knowledge.
Good to have:
- Liaise with IT business lines for requirements.
- Analyze functional impacts with technical lead.
- Prepare and present functional aspects to developers.
- Draft functional specifications/user stories.
- Support the technical development team.
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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