Vacancy for a Senior Business Analyst to join our client, a Tier 1 Investment Bank, on a daily rate contract basis!
* Delivering the Standardised Approach for calculating CVA capital (SA-CVA) under FRTB revised standards.
* Involve interaction with stakeholders from different levels across Trading, Risk, Quants, Finance and IT.
* Will require regular interaction with stakeholders leading working groups, tracking and recording project deliverables, RAID logs as well as performing BA specific tasks such as requirements gathering and testing.
* The ideal candidate would be someone with a Risk /Risk SME background
* Understanding of market risk management practices, models, processes and controls and demonstrable experience working as BA or hybrid BA/PM in Regulatory Risk initiatives
* Experience in managing change (as a PM or BA)
* Knowledge and experience of the regulatory rules on FRTB would be advantageous
* Also knowledge of XVA/CVA/CCR would be preferred but not essential
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