Market Risk Business Analyst

Silverteam est un Cabinet de Conseil 100% indépendant, orienté Organisation et Systèmes d’Information, principalement implanté dans le domaine de la Banque, de la Finance et de l’Assurance.
Expert de l’expérience client, Silverteam accompagne les acteurs du marché dans tout le cycle de vie de leurs projets ainsi que dans l’amélioration et l’optimisation de leurs performances opérationnelles.

Notre cabinet porte des savoir-faire en conseil, management de projet, maitrise d’ouvrage et ses expertises de niches en Risk & Réglementation bancaire, Comptabilité & Finance bancaire, Crédits spécialisés et Capital Markets.

Nous nous distinguons par une forte proximité avec nos clients, une qualité de service et une réactivité élevée. Cette exigence est permise par notre taille humaine, une politique de recrutement rigoureuse basée sur la motivation, le haut niveau de qualification ainsi que sur la cohésion et l’harmonie des équipes.

Nos valeurs : professionnalisme et engagement, indépendance et esprit d’équipe.

**MISSIONS**
- Gather information and understand the functional requirements on risk aspects on cash equity and listed derivatives market
- Make sure that all these requirements are suitable and in line with clearing and risks systems -already existing or to come in short term
- Identify any risk impacts all along the project life and at launch time
- Involvement in analysis and designs of risk solutions
- Draft / Write requirements on risk part when necessary
- Participate and be pro-active during working group sessions
- Anticipate and inform the manager of any important problem or risk regarding the projects in progress and especially when it could lead to a possible impact on the risk framework, risk monitoring, default management, operational control or general project planning
- Validate and/or get involve in the validation process of detailed functional specifications -depending on projects and impacts of these projects on the service
- Write or be involved in test plans and test cases conception as well as potentially execute them if necessary - depending on projects and impacts of these project on the service
- Involvement in the launch strategy conception if required
- Be the functional support - if necessary - for the conception of the internal or external communication in close relation with the service, direction and business line
- Train/inform the FLR monitoring team on all evolutions related to systems or projects that could affect them

**PROFIL**
- Knowledge in market risk with experience of more than 5 years
- Ability to understand algorithm of risk calculation on both Cash and Listed derivatives market (financial mathematics fundamentals are highly recommended)
- Theoretical knowledge of derivatives products is also recommended (general principles of option pricing models, Delta, Gamma, Vega, sensitivity fundamentals )
- Experience in projects including VAR methodology
- Ability to openly and efficiently communicate (speaking and writing both in French or English) within the team and, in a cross functional way, with the other teams, intern or extern to the department
- Experience in projects, either in testing or as Business Analyst in the financial industry
- Professional and responsible behavior (attendance, rigor, constancy) with strong organizational skills, in order to quickly become independent and assist the team manager
- Ability to find solutions and anticipate any problems
- English skills speaking and writing (professional levels)
- Skills in development / implementation using SAS and/or VBA to be comfortable with information system and be able to implement new tools/prototype for risk calculation programs
- Skills in development / implementation using PYTHON and R