Requirements: English
Company: CORUS Consulting
Region: Len , Castile and Len
Business Analyst for CNY CNO Hong Kong - Experience in Market Risk Projects
Location Remote - Madrid (GMT+1)
Skill and task to be completed
We need to onboard a profile for Hong Kong for the CNY vs CNO project, with the following requirements:
- Profile with experience in market risk projects (preferably in CIB), with an academic background in mathematics, engineering, or economics/finance, and a high level of English and Spanish.
- In-depth knowledge of different risk metrics and specific regulatory treatments, as well as financial derivative products covering various asset classes.
- Use of Murex for sensitivity calculations, P&L components, and VaR replication using Taylor approximations.
- Experience in the preparation and execution of UATs, validation of calculation engines, and functional support during go-live, including training for local teams.
- Documentation of risk models for presentation to management committees and Internal Audit and Validation teams.
- Ability to coordinate multiple teams and act as a liaison between business users and technical/development teams, translating functional requirements into operational solutions.
- FLUENT ENGLISH
- EUROPEAN WORKING HOURS