Business Analyst- IT Credit/Market Risk

We are seeking an experienced Business Analyst- IT Credit/Market Risk to contribute to market risk measurement within an investment bank or financial institution. The ideal candidate will have a strong understanding of financial products, risk concepts, and the ability to work under pressure to produce high-quality, accurate work.

Roles and Responsibilities

• Contribute to market risk measurement within an investment bank or financial institution.
• Have knowledge of Asset Classes such as Equity, Fixed Income, FX, Commodities, Derivatives & Structured Products.
• Experience and knowledge of Fixed Income and Derivatives, specifically Corporate Bonds, Interest Rate derivatives, Total Return Swaps (TRS), Credit Derivatives, CVA, and FVA.
• Possess a basic understanding of the pricing and valuation of these products.
• Understand key risk and profitability concepts like VaR, Probability of Default, Present Value of a basis point, Mark to Market, volatility, and Yield curve.
• Ability to dissect the price of a security into its various constituent components.
• A higher degree or professional qualification such as CFA, FRM, or PRIMA would be an advantage.
• General knowledge of risk issues and investment products, along with some programming skills, is desirable.
• Work well in a team and build relationships.
• Produce high-quality, accurate work under pressure and to tight deadlines.

Skills Required

• Experience in market risk measurement within an investment bank or other financial institution.
• Experience with Fixed Income and Derivatives products.
• Knowledge of various Asset Classes.