Business Analyst - Market Risk

Capgemini; Pune District; On-site; INR 10,00,000 - 15,00,000; Full time

Job summary

A leading technology consulting firm is seeking a professional with a strong understanding of Market Risk Concepts and experience in Investment and Corporate Banking. The role involves writing SQL queries for data analysis and liaising with Risk Managers to implement solutions. Successful candidates will have excellent problem-solving and analytical skills. Relevant certifications like FRM/CQF and skills in Python are a plus.

Qualifications

• Strong understanding of Market Risk Concepts with in-depth knowledge of Risk Sensitivities/Greeks.
• Experience in Investment, Corporate Banking, and Risk Management.
• Hands-on experience writing SQL queries for data extraction and analysis.

Responsibilities

• Liaising with Risk Managers to gather and document requirements.
• Working closely with Development teams for implementation.
• Analyzing data and generating reports.

Skills

Market Risk Concepts

Risk Sensitivities/Greeks

SQL

Excel

Problem Solving

Analytical Skills

Communication

Stakeholder Management

Education

FRM/CQF certification

Tools

SQL

Excel

Python

Job description

About The Role

• Strong understanding of Market Risk Concepts with in-depth knowledge of Risk Sensitivities/Greeks
• Experience working in Investment, Corporate Banking especially in the Risk Management domain with strong understanding of products as Derivatives, Fixed Income, Equities, FX, etc.
• Hands on experience in writing SQL queries for data extraction and analysis, proficiency in Excel as a tool for data analysis
• Proven capability to liaise with Risk Managers, gather and document requirements and work closely with Developments teams to implement the same
• Strong problem solving and analytical skills with excellent Communication and Stakeholder Management skills
• Good to have skills FRTB knowledge, Python skills, certifications like FRM/CQF