The Senior Business Analyst would work within the FRTB programme team and be responsible for taking the lead on analysis of significant aspects of the transformation required to support FRTB
The programme is structured around FRTB outcomes and the role would take the lead on streams delivering substantial parts of the Internal Model or Standardised Approach calculation capabilities.
Experience and knowledge required:
- Understanding of regulation related to Traded Risk, data and controls pertinent to Market risk calculation
- Experience in a large scale Front Office and/or Market Risk transformational programme - preferably a large regulatory programme
- Business analysis in FRTB in a large investment bank
- Knowledge of traded products, market risk methodologies, trading systems, risk management and control processes
Eames Consulting is acting as an Employment Agency in relation to this vacancy.