Senior Business Analyst Risque de Marché - CDI - 60/65K - PARIS - H/F
Core
Senior Business Analyst translating complex market risk business needs into functional specifications for IT teams within top investment banks.
Role type
Senior Business Analyst (Market Risk)
Builds
Market risk measurement and control systems (VaR, PnL Explain, FRTB compliance, stress tests)
Domain
Investment Banking / Market Risk / Financial Regulation
Required skills
Market risk metrics (VaR, SVaR, Expected Shortfall, Greeks), FRTB/Basel IV regulations, SQL, data flow analysis, functional specification writing, test case design
Preferred skills
Knowledge of Murex, Calypso, or Summit systems, P&L reconciliation, stress test scenario design
Technologies
SQL, Murex, Calypso, Summit
Responsibilities
Translate business needs into functional and technical specifications, map data flows between risk systems, write requirements and test cases, liaise between risk teams and IT, validate deliverables and ensure quality
Seniority
Senior, hands-on IC