Market & Liquidity Risk Business Analyst (VP)
Location: London (Hybrid)
Overview
We are seeking an experienced VP-level Business Analyst to support a range of Market Risk and Liquidity Risk initiatives within a global investment banking environment. The role will involve working closely with Risk, Treasury, Finance, Front Office and Technology teams to deliver regulatory, strategic and system change programmes.
Key Responsibilities
• Gather, analyse and document business requirements.
• Facilitate workshops with Market Risk, Liquidity Risk, Treasury and Technology stakeholders.
• Produce functional specifications, process flows, data mapping and user stories.
• Support solution design, testing, implementation and business adoption.
• Perform impact assessments across risk systems, processes and data flows.
• Support regulatory and risk transformation projects.
Required Market & Liquidity Risk Knowledge
• Market Risk: VaR, Expected Shortfall, Stress Testing, FRTB, P&L Attribution, Risk Sensitivities (DV01, CS01, Vega).
• Liquidity Risk: LCR, NSFR, ILAAP, Liquidity Stress Testing, Funding and Treasury Risk.
• Understanding of regulatory risk reporting and risk governance frameworks.
Essential Skills & Experience
• Significant Business Analysis experience within Investment Banking or Capital Markets.
• Strong Market Risk and/or Liquidity Risk domain knowledge.
• Experience delivering regulatory or risk management change initiatives.
• Ability to work with senior business stakeholders and technology teams.
• Strong data analysis and documentation skills.
• Experience with Agile delivery methodologies.
Candidate Profile
An experienced, hands-on Business Analyst capable of operating at VP level, with strong stakeholder management skills and a proven track record of delivering risk technology and regulatory change initiatives within a banking environment.
