EY - Business Analyst - Market Risk & FRTB

Job Description: Change BA - Market Risk and FRTB

1. Proven understanding and experience within Banking, IB (Investment Banks) with Transformation/Change experience

2. Strong BA experience - Requirement gathering techniques, BRD/FRD, User Stories documentation and SDLC.

3. Experience in waterfall and agile methodologies.

4. Proven understanding of Value at Rik (VaR), Stressed VaR, Expected Shortfall and sensitivities.

5. Basic understanding of Historical Simulation- Sensitivities based and Full-Revaluation methodologies and Monte - Carlo Simulations

6. Exposure to Risk Reporting and key regulations - FRTB, Basel3

7. Exposure to SQL, Excel, Python/R, Visio