Market Risk Business Analyst - FinTech Consultancy (Bucharest)

  • Location

    Bucharest, Romania

  • Sector:

    Finance

  • Job type:

    Permanent

  • Salary:

    €2500 - €3000 per month + Healthcare + Holiday + Pension

  • Contact:

    Experis UK

  • Contact email:

    Adam.Francis@experis.co.uk

  • Job ref:

    AF-122219-VAR_1589385909

  • Published:

    6 months ago

  • Expiry date:

    2020-06-24

  • Start date:

    Flexible / Notice Period

  • Client:

    #

Market Risk Business Analyst with expertise in Market Risk, Value-at-Risk and P&L sought to join a leading FinTech Consulting business.

The successful hire will work as a functional expert on global projects with clients ranging from large Tier-1 Investment Banks through to smaller, specialist Hedge Fund businesses. You will be a key team member delivering a next-generation real-time risk calculation platform for one of the world's largest banks, supporting FRTB Standardised (SA) & Internal Model Approaches (IMA) for calculating market risk capital requirements. On a day-to-day basis you will collaborate with technical experts, specifying functional requirements, and exploring system features and functionalities for the benefit of end-users. In addition, you will deal with reporting documentation and testing.

Requirements

  • Experienced Business Analyst with strong Market Risk and an understanding of Credit Risk.
  • Proven experience in working as functional expert within a Market Risk team.
  • Understanding of concepts such as VaR, PnL and Expected Shortfall measures.
  • A clear understanding of FRTB SA and IMA regulations.
  • Demonstrable requirement documentation and testing experience
  • Agile project experience with tooling such as Confluence and Jira, plus SQL and XML experience.

This is an excellent opportunity for a Market Risk specialist to join an established but expanding FinTech Consulting business and with training on some of the best Technology platform in the Trading, Pricing and Risk sector. International travel to client is optional but encouraged. Homeworking is also encouraged subject to client requirements.