Our client, an investment bank located in New York, NY, is seeking a Senior Business Analyst to join their Risk Infrastructure team. This group sits on the business side between Risk IT and Risk Management. The main function of the role is to support the firm's Risk-Based Capital model adoption. This person will collaborate with Risk Management, Technology, and Corporate Data to develop an efficient Business Intelligence Reporting suite in a uniform manner utilizing best practices.
7+ years of business analysis experience
Strong market risk knowledge (understanding of VaR and Stress VaR as it related to products across FI, Equities, FX, Credit, etc.)
Familiarity with the pricing of financial products
Business process engineering, requirement gathering and BRD preparations for enhancements to the risk management framework
UAT and QA testing experience
Undergraduate degree and/or graduate degree in STEM, preferably computer science or financial engineering