Beschreibung
Lead Business Analyst - Market Risk - For our client, a major international bank, we are currently looking for an experienced Business Analyst with deep knowledge of Market Risk. The main task will be to support delivery of the market risk capital framework capabilities to meet the Committee on Banking Supervision consultative paper proposals regarding the Fundamental Review of the Trading Book (FRTB).
The role involves:
- Identifying and documenting business requirements from key business stakeholders
- Conduct deep dive analyses and gap analyses
- Managing and supporting user acceptance testing
- Work in partnership with key stakeholders and programs to define business solutions that deliver requirements
- Pursue timely resolution of ongoing regulatory and industry group outcomes on business requirements
- Facilitate/manage testing and issue resolution
- Work effectively in and leading
- Contribute to working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met
- Acting as a multi-workstream Private Banking and Wealth Management CRO Change point of contact within the FRTB program
Key Skills and Experience:
- Experience in market risk implementations (market risk preferred)
- Exposure to systems, data and processes involved in generating market risk capital and P&L within an Investment Banking environment
- Understanding and experience in calculation and application of VaR and other market risk capital methodologies
- Track record of sourcing and defining clear and comprehensive requirements, analytical and problem-solving skills, strong attention to detail and accuracy and timeliness of delivery
- Ability to communicate successfully (written and verbal)
- Fluent English language knowledge
- Experience in similar regulatory capital calculation implementations
- Professional qualification (eg CFA, MBA, CA, risk certification)
Start: ASAP
Duration: 6MM++
Location: Zurich, Switzerland
Please send us your CV as a Word Document and a daytime contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.