Business Analyst - Credit Risk - BFS

Business Analyst - Credit Risk

- Strong analytical, detail-driven and problem-solving skills, comfortable with working on technical detail

- Understanding of BASEL framework, RWA calculation, LGD, PD, credit risk & CCR, risk models.

- Ability to understand trade bookings and types to evaluate how exposures feeds & impacts Credit Risk systems across metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Expected Exposure (EE), EEPE, etc.

- Develop understanding of linear and logistic regression models used in forecasting

- Balance Sheet growth & attrition, expected loss (PD/LGD/EAD), portfolio segmentation and underwriting/originations

- Build an understanding of how credit risk and asset projections interact

- Drive change within Balance Sheet & Credit Risk projections while inculcating growth assumptions from linked Finance/Balance Sheet models

- Strong ability to interpret customer business requirements and translate them into functional requirements and functional design

- Good knowledge of regulatory stress testing rationale, theory and demands. This includes but is not restricted to the Basel Standards and the various industry stress tests (ICAAP, CCAR etc)

Understanding of IRS 9 ECL model.

- Working knowledge in SQL and Python preferred.

- Lifecycle management - Requirement gathering, elicitation, prioritization and documentation - BRDs, FRDs, As-Is vs To-be (Current vs Future state) / Gap Analysis and Process modelling, etc

- Functional and User Acceptance Testing, Test Scenarios and Test Conditions, End to End (Integration)

- Pre-Production support. Go-Live Support, Approvals and Sign-Offs, Agile & Waterfall

- a) Product Knowledge - OTC derivatives, Swaps. Fixed income products (bonds and repos), Futures & Options, Forwards, etc.

b) End to End Trade life cycle incl. Settlement, Confirmation & Corporate Actions:

c) Front Office, Middle Office and Operations, Risk management, Regulatory reporting.