Beschreibung
For a project at our bank client site in Zurich we are looking for an experienced
Market Risk - Lead Business Analyst (2730)
The Credit Risk Office (CRO) team is looking for a Senior Business Analyst to support delivery of the market risk capital framework capabilities to meet the Basel Committee on Banking Supervision (BCBS) consultative paper proposals regarding the Fundamental Review of the Trading Book (FRTB).
Job Description
- Operating a multi-workstream Private Banking and Wealth Management CRO to change point of contact within the FRTB program
- Identifying and documenting business requirements from key business stakeholders
- Conduct deep dive analyses and gap analyses (Data analysis, Data feeds, book structures)
- Managing and supporting user acceptance testing
- Work in partnership with key stakeholders and programs to define business solutions that deliver requirements
- Responsibility for timely resolution of ongoing regulatory and industry group outcomes on business requirements
- Facilitate/manage testing and issue resolution.
- Work effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met
Job Qualifications
- Experience in market risk implementations is absolutely necessary
- Min. 5 - 10 years experience as a Business Analyst
- Understanding on front to back systems, data and processes in generating market risk capital and P&L within an Investment Banking environment
- Good understanding and experience in calculation and application of VaR and other market risk capital methodologies.
- Effective stakeholder management
- Ability to communicate successfully (written and verbal)
- Independent and able to work with little supervision
- Experience in similar regulatory capital calculation implementations
- Professional qualification (eg CFA, MBA, CA, risk certification)
- Fluent in English, oral/written
If you fit the job description and are looking for a new challenge we look forward to receiving your CV in MS-Word format.