Scope AT Limited
Business Analyst – Market Risk/LIBOR/FRTB/PnL/Pricing/LONDON
Consultancy is looking for a Business Analyst with expert experience within LIBOR Market Risk to join them in a permanent position at a top Investment Bank, based in London.
They are looking for someone with 4-7 years of experience.
Supporting the LIBOR transition work for market risk, finance and valuations space
Review processes, bypasses, challenges ahead and propose approach
Evaluate impact on internal IT systems and evaluate changes needed for IT to enact
Support testing and development for LIBOR decommissioning in risk and finance functions
Work with the technology teams to test the required infrastructure to ensure that the Market Risk measures, Treasury DV01, PnL measures and Cash Flow IRR metrics are ready to support the post LIBOR transition benchmark
4 – 7 years of experience with top tier banks or big 4 firms in market risk
Good working knowledge of Markets/Treasury products and key regulations like IBOR transition & FRTB
Exposure to LIBOR-based products & its pricing & risk valuations
Exposure to LIBOR Transition a strong plus
Understanding of yield curve construction is desirable
Strong business analysis experience in Market risk and Valuations context
Detailed understanding of LIBOR/IBOR transition
Experience/knowledge in change management projects and its principles, approaches, methodologies, tools and phases (both Waterfall and Agile)
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