Senior Market Risk BA - Hybrid, Flexible Hours

Izertis; Sevilla; Hybrid; EUR 70,000 - 100,000; Full time

Benefits offered by this job

Permanent contract

Hybrid work model

Office locations in Asturias, Madrid,‑

Seville

Vitoria

Flexible working hours

Summer schedule

Private health insurance

Employee benefits platform

Job summary

Izertis is seeking a Senior Business Analyst specialized in Market Risk to bridge business and technology teams. You will define requirements, govern Risk Factor data, and support risk scenario generation, ensuring end-to-end data flow and governance across RFR and SCM.

The role emphasizes collaboration with Market Risk stakeholders, regulatory scenarios, and complex data transformations, with a hybrid working model and opportunities across Europe and the Americas.

Qualifications

• Proven experience as a Senior Business Analyst or Functional Expert in Market Risk projects.
• Strong knowledge of Risk Factors and Market Risk scenario generation, including regulatory scenarios.
• Hands-on experience with Risk Factor Repository (RFR) governance, taxonomy, and mappings.

Responsibilities

• Act as a senior functional expert within Market Risk initiatives, translating complex business requirements into functional and technical solutions.
• Gather, analyse, and document business requirements, use cases, business rules, and acceptance criteria.
• Define and maintain Risk Factor inventories, taxonomies, attributes, and governance frameworks within RFR.
• Analyse and support Market Risk scenario generation processes, including regulatory and stress-testing scenarios.
• Define and document RFR-SCM data flows, interfaces, and integrations, ensuring end-to-end traceability of Risk Factors and shocks.
• Work with stakeholders to manage shock ingestion, normalization, mapping, and validation processes within SCM.
• Perform functional data analysis, identify data quality issues, and coordinate remediation with technical teams.
• Support the design and validation of shock transformation, interpolation, propagation, consistency, and arbitrage control mechanisms.
• Act as the key liaison between Market Risk, RFR, SCM, and technology teams, driving alignment and informed decision-making.
• Support testing activities and ensure delivered solutions meet business expectations.

Skills

Market Risk experience

RFR governance

SCM processes

Regulatory scenarios

Data governance

Stakeholder management

Job description

Izertis is seeking a Senior Business Analyst specialized in Market Risk to bridge business and technology teams. You will define requirements, govern Risk Factor data, and support risk scenario generation, ensuring end-to-end data flow and governance across RFR and SCM.

The role emphasizes collaboration with Market Risk stakeholders, regulatory scenarios, and complex data transformations, with a hybrid working model and opportunities across Europe and the Americas.