Senior Risk Business Analyst - Stress Testing

Permanent | £65000 - £75000 per annum + Plus Benefits & Bonus (Discretionary) | London (All) | England | 06.07.18

Senior Risk Business Analyst - Stress Testing

Our client a leading Investment Bank based in London is currently looking to hire a Senior Risk Business Analyst to support Stress Testing across Market and Credit Risk Capital Markets business on a permanent basis.

The Senior Risk Business Analyst will join the Stress Testing Risk Business Group in leading and executing the firm's regulatory stress testing risk deliverables relating to PRA, EBA, CCAR and Capital Adequacy (ICCAP) reporting requirements. In addition to you will be tasked with delivering value add risk business transformation change across the Stress Testing risk governance and process model; delivering new stress testing solutions for Market and Credit Risk business teams and working with the Central Enterprise Wide Stress Testing group.

Senior Risk Business Analyst - Stress Testing Key Deliverables -

  • Engage with Market and Credit Risk Business Management teams to understanding Market Risk (MR), Counterparty Credit Risk (CCR) and ICAAP Stress Testing processes and requirements.
  • Review, analysis and deliver improvements across the Stress Testing Risk Governance Framework.
  • Business Requirements documentation, designing new Risk Stress Testing solutions and presenting solutions to Heads of Credit and Market Risk Management for approval.
  • Understand Market and Credit Risk Data flows within the risk management trading architecture and working with risk management vendors.
  • Provide Governance Framework to service ongoing monthly and quarterly Stress Testing governance requirements.
  • Manage regulatory deadlines pertaining to UK, European, US Stress Testing guidelines and regulatory template submissions.
  • Proactively engage with Risk Management, Change and IT stakeholders to positively influence regulatory deliverables and manage key stakeholders.

Prerequisite Requirements-

  • Extensive Market and Credit Risk Management Financial Services experience, covering Stress Testing, risk methodology enhancements and risk change management.
  • Technical understanding of Market and Counterpart Credit risk concepts including VaR, Stress Testing, Sensitivities/Greeks and risk methods is a must with the ability to understand risk models across capital markets traded products.
  • Understanding Stress Testing rules and requirements including PRA, EBA, CCR, and ICAAP (Capital Adequacy).
  • Experience in undertaking risk business analysis and track record delivering business orientated solutions.
  • Strong data analysis experience understanding data modelling concepts, SQL, Excel VBA and Data Cubes.
  • Ability to communicate clearly and effectively with risk business team, Change Management and IT.
  • Provide effective governance and project reporting across key deliverables, milestone tracking and senior management communication.
  • Professional Risk Qualifications - PRIMA / GARP / CFA and business change accreditations.

This is an excellent opportunity to support a strategic regulatory business group; you will be at the heart of leading and designing the governance framework for Stress Testing across the Market and Credit Risk Management groups. An excellent compensation package is on offer for a Senior Risk Business Analyst to support a rapidly growing team with future prospects to move into management and progress within the business. Applicants are asked to provide clear evidence and examples of current and prior Stress Testing and Market/Credit Risk Management change delivery experience. Suitable applicants will be introduced to clients post an initial screening and adherence to the prerequisite instructed by the client.

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