Market Risk (Risk Engineering) - Business Analyst - NY

Overview

Hybrid
$70
Accepts corp to corp applications

Skills

Business Analytics
Business Analysis
Data Flow
Process Improvement
Value At Risk
Management
Risk Management
Oracle Linux
Market Risk
Analytics
Reporting
Testing
Python
NumPy
SQL
Data Analysis
Communication
Quick Learner
MBA
Finance
Technical Direction

Job Details

Job title

Market Risk (Risk Engineering) - BA

Location

NY

Experience

8-10 years

Job Duties

Our client is seeking consultants to work as a Market Risk (Risk Engineering) - BA with previous experience in Market risk & FRTB regulation.

  1. Monitoring VaR limits, observing risk measures and reporting any issues seen to the senior risk managers.
  2. Develop and perform reconciliations and DQ checks between systems using Python and SQL on the data used as the input for market risk calculations
  3. Help optimize the processes in place to reduce the turnaround time in the daily signoff process
  4. Understand the systems and the data flow and work closely with IT, MR, and developers to remediate the issues and errors
  5. Laise with Market risk managers, IT, Project teams to test market risk process improvements, new methodologies and analytics
  6. Act a SME to analyze discrepancies in market risk measurements like VaR, SVaR, FRTB SA to provide timely resolution to the daily risk issues and manage the key stakeholders.
  7. Facilitate new product risk management and see that there are no issues with lineage for the new products

Qualification/Desired Skills

  • Excellent understanding of Market risk methodologies/analytics, risk measurement & reporting, back testing, FRTB SA regulation preferred.
  • Previous experience of working on python (Numpy) and SQL.
  • Ability to navigate systems, data analytics and identify discrepancies.
  • Very good communication skills, fast learner and team player
  • Undergraduate degree and Postgraduate in MBA or Finance

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.