Market Risk Business Analyst

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Role & ResponsibilitiesWork with Global Risk Analytics team on improvements in risk factor/scenario generationProvide analysis to support the calibration of models. Generate and distribute relevant regular management information (MISAnalyse and report market data quality metrics for risk factors and scenario data relevant for risk calculations and improve transparency for risk management

Skills & QualificationsYou should be at expertise level with MS Excel and should also have a good coding knowledge python(preferred) or any VBA as most reports, analysis are implemented in pythonAt least 5+ years of work experience in Market Risk domain preferably with an investment bankYou should have a good knowledge of Value at Risk models, market risk and a good understanding of financial instruments