We are looking forÂ a Business Analyst to be part of the Risk Management team, to enhance and support systems related to Credit Risk Management and Basel activities within the bank.
- Degree in Banking / Information Technology or other related fields;
- At leastÂ 5 years of Business Analyst experience inÂ financial institutions,Â with credit riskÂ business background;
- Good understandingÂ in Credit / Capital computation (e.g. RWA, EAD, CVA, FIRB);Â
- Able to prepare credit portfolio dashboards / reportsÂ using regulatory/economic capital and Basel II risk parameters;
- ExcellentÂ knowledge in database management, ProficientÂ in using SQL query;
- Analytical, detail-oriented and solution-oriented;
- Resourceful, independent and proactive team player;
- Good communication skills, good grasp of the current state and evolution of financial markets.Â
- Moody\’s RiskAuthority (RAY);
- FRM certified.
- Responsible for the re-engineering / enhancements and support of the Basel Credit RWA related applications;
- Responsible to review and rewrite theÂ business functionalities to incorporate the newÂ creditÂ RWA computations;
- Responsible to understand Basel regulatory changes / new products, and translate them into system specifications;
- Perform user requirements gathering, data analysis and understand the impact to the credit RWA movement;
- Develop test cases and coordinate with business usersÂ to stress test the various scenarios;
- Ensure necessary changes/enhancements are implemented and documented.