Market Risk Business Analyst (FRTB)

We are seeking a Market Risk Business Analyst to bridge business requirements and technical solutions within the investment banking sector. The role involves analysing market risk metrics, ensuring compliance, and enhancing risk management frameworks.

Main Responsibilities

• Gather and compile business requirements, creating detailed documentation for technical specifications.
• Define and structure test plans while guiding users through User Acceptance Testing (UAT) phases.
• Collaborate with business and IT stakeholders to ensure all requirements are met and understood.
• Analyse market risk concepts and utilise FRTB approaches for accurate risk reporting.
• Demonstrate strong problem-solving skills and make sound decisions under pressure.
• Maintain high attention to detail while prioritising multiple tasks.
• Participate in discussions focused on improvements and automation within risk assessment processes.

Key Requirements

• Minimum of 10 years’ experience in market risk analysis.
• Strong business analysis skills with project lifecycle knowledge.
• Excellent understanding of key market risk concepts, particularly FRTB.
• Experience with QuIC, Fraimwrx, and/or Murex.
• Solid written and verbal communication skills.
• Previous work experience in investment banking.
• Advanced knowledge of products in IR, FX, Credit, Equity, and Fixed Income.
• Proactive self-starter with strong ownership of tasks.
• Ability to influence and collaborate effectively across teams.