Business Analyst - Counterparty Credit Risk Domain - Banking

Job Requirement: 

Candidate must have:

- Sound knowledge of Traded Risk (Counterparty Credit Risk) Products, Simulations, Pricing, Aggregation - worked on Risk Measures calculation: EEPE, EPE, PFE etc

- Worked on Bank's Internal Model Method (IMM) implementation from Change perspective coordinated functional testing: create test plans, define and manage UAT and manage defect tracking and resolution

 Nice to have:

- Degree in Statistics / Mathematics / Engineering

- Project management experience - Have delivered module or project by prioritizing requirements with stakeholders, and tracked delivery by regular follow-ups and managed stakeholders including management reporting

- Have experience in writing Change documents example BRDs and FRDs

- Worked on Agile Framework

- Worked on Regulatory Implementations: BASELIII, CRD IV, Dodd-Frank, BCBS 261, ISDA requirements, CCAR etc

- FRM/PRM/CFA certified

- Working experience on complex and large banking regulatory projects

- Effective oral and written communication skills in English

- Ability to work with senior management globally and act as a team player