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Market Risk Business Analyst with VBA

  • Prague, Czech Republic
Job #: 44707
Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Currently we are looking for a Market Risk Business Analyst with VBA for our Prague office to make the team even stronger.

The purpose of the role will be to pick up NDA projects focusing on streamlining the config among asset classes for the purpose of standardizing them.

Responsibilities

  • Day to day support the official risk and PnL delivery to the desk/downstream
  • Own and coordinate aspects of larger strategic projects. These will include model integration and upgrades, development and rollout of new tools for risk and PnL generation and publication and regulatory requirements driven projects
  • Liaise with quants, risk management, product control and other downstream stakeholders to gather requirements and agree test strategies for all change requests
  • Pick up strategic risk generation and reporting projects focusing on streamlining the config among asset classes for the purpose of standardizing them
  • Do technical config
  • Do technical testing
  • Help in the support rota

Requirements

  • Strong numerical skills to degree level or strong computing background
  • At least 12 months experience working in an investment bank (or similar) working in IT environment and with exposure to financial products
  • Understanding of Fixed Income products, yield curves and volatility surfaces
  • Understanding of simple option products
  • Understanding of PnL principals – e.g. first order Taylor expansion predicts for Delta/Vega etc
  • Strong verbal and written communication skills
  • Strong Excel skills with some VBA experience
  • Exposure to XML/XSLTs
  • Experience with writing SQL queries
  • Ability to work independently and as part of a team
  • Ability to work under pressure and to tight timescales

Nice to have

  • Strong understanding of FI derivatives with an understanding of derivative pricing and risk methodologies
  • Advanced experience in complex XML manipulation (XPath/XSLTs), SQL, Windows PowerShell/Batch scripting

We offer

  • We offer the possibility to work on full product lifecycle – from concept to delivery into production
  • Opportunity to work on leading edge FinTech platforms, working in a fast-paced, agile, software engineering culture
  • Using English on a daily basis, communication with people from different countries
  • Comfortable modern offices in Prague 4
  • Benefit program (5 weeks of vacation, 5 sick days, wage compensation for the first three days of illness, meal vouchers, flexi pass, annual coupon of Prague city public transport, multisport cards)
  • Czech and English language courses
  • Start ASAP/negotiable
  • Relocation assistance including the coverage of the relocation costs (if needed)
  • Rotation program - possibility to relocate for short and long-term projects within 25 countries
  • Referral bonuses for recommended candidates
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