Business Analyst Market Risk

  • New York City, NY
  • Posted 1 day ago | Updated 6 hours ago

Overview

On Site
$60
Accepts corp to corp applications
Contract - W2
Contract - Independent
Contract - 3 day((s))

Skills

BA

Job Details

Job Title: Business Analyst Market Risk
Location: New York City, NY
Work Model: Hybrid (3 days onsite per week)
Experience Required: 10+ Years Job Description

We are seeking a seasoned Business Analyst Market Risk to support risk technology and analytics initiatives with a strong focus on LATAM inflation products, FX, and market risk frameworks. The ideal candidate will act as a bridge between business, risk, and technology teams, contributing to solution design, data integration, and regulatory risk calculations.

Key Responsibilities

  • Act as a senior Business Analyst supporting Market Risk initiatives across trading, risk, and technology teams.

  • Analyze and document business requirements related to LATAM inflation indices, currencies, and traded products (Brazil, Chile, Colombia, Mexico).

  • Work closely with Market Risk teams to understand and document risk factors such as DV01, FX Delta, and country-specific idiosyncrasies.

  • Support implementation and validation of Market Risk methodologies, including VaR and FRTB calculations.

  • Partner with IT and integration teams to define data flows, batch processing, and ETL integration patterns.

  • Collaborate with developers and architects to support integration design, data mapping, and system onboarding.

  • Participate in or support Murex risk configuration, datamarts, and downstream reporting processes.

  • Prepare and circulate project design documents, functional specifications, and problem statements.

  • Facilitate workshops, gather stakeholder consensus, and clearly communicate requirements to development teams.

  • Support UAT, issue triage, and post-implementation validation activities.

Required Skills & Qualifications

  • 10+ years of experience as a Business Analyst in banking or financial services.

  • Strong domain knowledge of Market Risk with hands-on exposure to VaR and FRTB.

  • Deep understanding of LATAM markets, inflation-linked products, and FX instruments.

  • Solid grasp of risk sensitivities (DV01, FX Delta, etc.).

  • Strong understanding of data architecture, ETL processes, and batch integrations.

  • Experience working closely with technology and integration teams.

  • Excellent documentation, communication, and stakeholder management skills.

Preferred Qualifications

  • Hands-on or functional experience with Murex (Risk settings, Datamarts, reporting).

  • Prior experience supporting front office, risk, or regulatory change initiatives.

  • Experience working in large global investment banks.

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