job24 - Jobs finden mit job24
Zurück/     Drucken/     Weiterempfehlen/

Business Analyst - Market Stress Testing and Risk (4043)
Jetzt bewerben

For a project at our client, an international banking company in Zurich, we are looking for an experienced

Business Analyst - Market Stress Testing and Risk (4043)

Your Qualifications:

  • Good understanding of complex investment banking products/risks
  • Solid understanding of market stress testing methodology
  • Experience in developing/enhancing market stress testing methodology
  • 7+ years' work experience in a market risk function in a tier 1 Investment Bank
  • Capable of delivering results under strict deadlines
  • Excellent financial modelling skills with a strong quantitative background
  • Degree in finance with quantitative background would be preferred
  • Fluent in English (verbal and written)

Your Responsibilities:

  • Development of market stress testing methodology which would enable execution of ad-hoc scenarios. This is also a critical senior management requirement to enable stress testing team to respond to ad-hoc scenario requests in timely manner with sufficient degree of confidence
  • Build out of challenge function to challenge market risk scenario results
  • Presenting market stress methodology developments along with impact analysis to senior management. The key stakeholders would be the regulator as well as senior management.
  • The job entails working on stress testing methodology focused on market risk. The results of stress testing would also feed into internal risk appetite/limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.
  • Developing and improving existing market risk stress testing methodology across all key market making activities
  • Working closely with Market Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
  • Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Market Risk scenario modelling team.

Are you ready for a new challenge and immediately available in Zurich? We look forward to receiving your application in MS-Word. For any questions, please contact us.

Bitte beziehen Sie sich bei Ihrer Bewerbung auf job24