
Market Risk Business Analyst
- London
- £300 per day
- Contract
- Full-time
- Support the implementation of risk systems, including FRTB and other regulatory frameworks.
- Analyse and interpret market risk metrics such as VaR, sensitivities (Greeks), and Expected Shortfall.
- Collaborate with IT and data teams to ensure data integrity and model accuracy.
- Contribute to the development of RWA reporting tools and dashboards for senior management and regulators.
- Identify and resolve data quality issues affecting RWA calculations.
- Conduct gap analysis and propose solutions for process improvements.
- Liaise with stakeholders across trading, risk, compliance, and finance functions.