Business Risk Analyst
1 month ago
We are seeking an experienced Credit Risk Business Analyst with a strong technology background to join our esteemed investment bank client. This is an exceptional opportunity for a seasoned professional to contribute to a critical project within the financial sector.
Credit Risk Analysis: Collaborate with stakeholders to analyze and enhance the credit risk frameworks and methodologies.
Pricing Models: Apply your expertise in pricing, specifically utilizing Monte Carlo simulations, to develop and refine risk assessment tools.
Technical Proficiency: Utilize your proficiency in Linux, SQL, and Python to support the technological aspects of risk analysis.
Metric Analysis: Work with SACVA metrics to evaluate and improve the efficiency and effectiveness of the risk management processes.
FRTB Implementation: Assist in the execution of FRTB-driven projects, leveraging your experience to meet regulatory standards and improve compliance.
Key Skills:
- Technical Expertise: Proficiency in Linux, SQL, and Python is essential for this role.
- Risk Management: Experience with SACVA metrics and credit risk frameworks.
- FRTB Experience: Familiarity with FRTB requirements and prior experience in FRTB-driven projects is highly desirable.
We offer a dynamic and inclusive work environment, with opportunities for growth and development. If you are up to the challenge, please get in touch with us to learn more about this exciting opportunity.
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