Market Risk Business Analyst,



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Project Description

We've been engaged by a large Australian financial institution to provide resources to their FRTB project.

Joining this program you will have the benefit of working with an established client team, fully involved in the project initiation through to project implementation, not only for the Murex asset but also upstream systems, such as the managed market data service provider.


    You will be a Business Analyst focusing on
    1. Assisting in gathering and nailing down requirements for the market risk team, front office and other business stakeholders. Working with technology stakeholders to also define technical requirements.
    2. Work on FRTB implementation solution design together with the wider team and Murex.
    3. Analyzing MR/VAR test run outputs, identify, analyse and remediate issues. Discuss issues with Market Risk and Quant teams as required.
    4. Implementing Fixed Income, Credit Derivatives and/or Interest Rate Derivatives on Murex. This would include extending the existing implementation with these new product types as well as support for other stakeholders throughout the project.


Must have

    • 4+ years' experience in pricing and/or risk validation for financial markets
    • Previous experience with financial markets technology from a Financial Markets or Risk perspective.
    • Experience in Murex in market risk.
    • Experience in analyzing VAR/FRTB Market Risk outputs to determine first level of accuracy of values.
    • Experience in discussing results with Quant team and facilitate their involvement as required.
    • In-depth knowledge of various asset classes including IRD, FI, Credit, FXD, FX Cash and Commodities
    • Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions

Nice to have

    • Experience on regulatory projects
    • Hands-on experience of FO configuration: instruments, generators, curves, market data, market conventions, etc
    • Knowledge of FO setup: Simulation screens, Simulation Viewer, eTradepad, P&L notepad, market operations, etc
    • Experience in analyzing P&L and sensitivity issues within technology platforms


English: C1 Advanced

Relocation package

If needed, we can help you with relocation process. Click here for more details: see more details

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