Business Analyst - Risk Transformation Domain

Skillset :

- Candidates with experience in handling large scale Business transformation/Change management projects

- Must be proficient in standard business analysis activities such as requirement gathering, documentation, stakeholder management etc.

- Good understanding of writing BRD, FRD, User stories, UAT with excellent communication skills and ability to interact effectively at all levels across Business users and technology teams

- Experience in supporting governance activities such as steering committee, Project status reporting, taking ownership of critical issues through to resolution

Domain Experience:

Credit Risk :

- Knowledge of Counterparty Credit Risk, Exposure calculation methodologies including Exposure metrics (PFE, EPE, EEPE, EAD etc.)

- Strong understanding of derivative products

- Strong Understanding of Credit Risk concept like PD, LGD, EAD, and how does it apply for capital calculation

- Understanding of Internal model, Standardized approaches like CEM/SACCR and IRB models

- Familiar with credit risk reporting platforms and risk engine

- Financial instruments

Market Risk :

- Understanding of VAR computation , Expected loss , Interest rate risk, equity risk, sensitivities

- Fixed income instruments, Equities, Swaps, Options

- Familiar with Basel II, Basel III, Basel IV norms

- Familiar with market risk reporting platforms and risk engine

Stress testing :

- Familiarity / experience with key regulatory deliverables and developments in stress testing.

- Understanding of scenario analysis framework, scenario expansion, market risk and credit risk stress testing