Market Risk Business Analyst

Job Title: Market Risk Business Analyst

Location: London (Hybrid working)

Type of role: Permanent

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Your Role:

Work closely with Business and Technology teams to define, analyse and implement changes. In particular,

Participate in the analysis of FRTB, Stress Testing

Understand and Document requirements

Analyse and interpret results of FRTB, Stress calculations

Document results and findings

Raise key issues and risks in a timely manner to the Project Manager/Delivery Lead

Liaise with different levels of the hierarchy, especially with Development Leads, Quantitative Analytics and Risk Managers

Follow good processes and practices, as defined by the team standards; ensuring that documentation is complete, comprehensive and signed off

Assist with the prioritisation and planning of key deliverables

Work in an agile manner whilst still understanding the needs of planning and forecasting the overall delivery

Stakeholder Management and Leadership

Decision-making and Problem Solving

Your Profile:

Minimum years of experience in a related Financial Services discipline with a bachelor's degree in economics, Computer Science, Mathematics or Scientific discipline from a top university

Knowledge of Greeks (e.g. Delta, Gamma, Vega) & Financial Derivatives

Knowledge of VaR, FRTB and Stress testing calculation

Ability to delve deep into a topic/requirement, analyse the impact and provide solutions

Ability to assimilate information quickly and make informed decisions

Ability to use own initiative to resolve issues/ investigate and find solutions

Strong oral/written communication skills and presentation skills

Working within cross-region teams and projects

Strong SQL skills

Desirable Skills: (Not Mandatory)

Knowledge of financial products (e.g. Interest Rate SWAP, Equity Options, Credit Index Options) & their pricing (conceptual not necessarily mathematical)

Experience in delivering projects using an Agile methodology

Banking knowledge

Python, VBA

About Capgemini

Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world while creating tangible impact for enterprises and society. It is a responsible and diverse group of 350,000 team members in more than 50 countries. With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market-leading capabilities in AI, cloud, and data, combined with its deep industry expertise and partner ecosystem. The Group reported 2023 global revenues of €22.5 billion.