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FRTB Business Analyst - Traded Risk Transform

London, Greater London, United Kingdom, £ £ 475.00-520.00 Daily Daily, Contract


FRTB SME Business Analyst - Traded Risk Transformation


Contract Role

Duration: 8 Months

Rate: £475 - £520 Per Day

The role is based in London, working for a large banking and financial services organisation.

You will join the Traded Risk Transformation team which is responsible for the successful implementation of strategic applications as well as BAU project activities to ensure the highest level of data quality and integrity for Risk Management and to comply with Regulatory commitments.

The role holder will primarily act as a lead across the FRTB planning and execution agenda for TR.

About the role:

Support the planning and implementation of FRTB agenda for TR
Efficiency improvement of existing fragmented and manual systems
Global consistency and improved control framework
Delivery of transformation projects
Liaise with global/other regional BAs and project managers to leverage knowledge and ensure successful transformation implementation
Work effectively within the team on cross component projects.
Changes to Risk systems are governed by external regulators, which require the project manager to ensure communication channels are open and available between the Risk Managers and the Regulatory & Risk Analytics teams
Responsible to ensure the wider change delivery team is kept abreast of changes in the region and are being engaged in the improvement process


Knowledge of Basel 3 FRTB requirements desirable
Detailed knowledge on trading business & products, risk methodology and regulatory framework. Specifically expertise in all Asset class product types, Counterparty risks, Market risks, Cross-Risks, trade characteristics and hedging strategies
High degree of understanding of Traded Risk (Market or Counterparty Risk) terminology and concepts - exposure calculation approaches, Traded Risk Internal Controls framework, Basel II & III
Capable of exposure regression analysis and explaining differences between production exposure and target system generated exposure, through breakdown of variables
University graduate in Finance, computer science or numerated related disciplines
Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
Able to understand and document processes using data flow diagrams
Experience in risk system development cycles and working with Risk Technology departments.
Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
Understanding of how projects are delivered, including project lifecycle
High level of expertise in Excel & Access (VBA level), SQL, PowerPoint, Visio

Job Details

Not Specified
London, Greater London, United Kingdom
£ £ 475.00-520.00 Daily Daily