My consulting client is looking for a BA and a PM for the Traded Risk Transformation team responsible for the delivery of end-to-end projects across market risk.
The initial assignment for this role will on a Libor Transition Program where the role holder will focus on Global requirements and delivery of the strategic infrastructure and new operating model. This will require the role holder to work on time series data and Market Risk shocks and scenarios for VaR and some Stress Testing.
Requirements
- 10+ years in Investment Banking, Program Management and Business analysis.
- Experience with regulatory program IBOR, BASEL III, FRTB or implementation of equivalent regulations
- Confidence in communication internally at all levels; candidate will be dealing with Front Office, Middle office, Traded Risk management, Product Control, Quants and Technology teams on a daily basis who are both business and technically sophisticated.
- Domain knowledge in both Market Risk and Counterparty Risk and asset classes and their implications in terms of market risk & traded counterparty risk. Specifically looking for experience/exposure in IR /FX / EQ and/or Credit asset classes
Eames Consulting is acting as an Employment Business in relation to this vacancy.
