Market Risk Business Analyst

Role Title: Market Risk Business Analyst
Location: London
Duration: 31/12/2025
Rate: £300 per day - PAYE via Umbrella Company

Role Description:

• Gather and document business requirements for market risk initiatives.
• 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.