Senior Business Analyst - Market Risk

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Chennai, India

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Business Analysis

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BCM Industry

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05/09/2025

Req. VR-117246

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Project description

We are seeking a skilled and detail-oriented professional Business Analyst with good knowledge in Marker Risk for one of the investment bank.

Responsibilities
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You will be a Business Analyst focusing on

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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.

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Work on FRTB implementation solution design together with the wider team.

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Analyzing MR/VAR test run outputs, identify, analyse and remediate issues. Discuss issues with Market Risk and Quant teams as required.

Skills

Must have

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6+ years' experience in pricing and/or risk validation for financial markets

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Previous experience with financial markets technology from a Financial Markets FO or Risk perspective.

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Experience in analyzing VAR/FRTB Market Risk outputs to determine first level of accuracy of values. Discuss results with Quant team and facilitate their involvement as required.

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In-depth knowledge of various asset classes including IRD, FI, Credit, FXD, FX Cash and Commodities, espcially in IRD and Rates

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Experienced in dealing with Risk, Product Control and Front Office stakeholders in both Markets and Treasury divisions

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Some technical skills (Python, SQL, VBA, Excel) are expected

Nice to have

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Hands-on knowledge of FO configuration: instruments, generators, curves, market data, market conventions, etc

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Expert knowledge of how to analyze P&L and sensitivity issues within technology platforms

Other
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Languages

English: C2 Proficient

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Seniority

Senior

Chennai, India

Req. VR-117246

Business Analysis

BCM Industry

05/09/2025

Req. VR-117246

Apply for Senior Business Analyst - Market Risk in Chennai

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