We are looking for 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 least 5 years of Business Analyst experience in financial institutions, with credit risk business background;
- Good understanding in Credit / Capital computation (e.g. RWA, EAD, CVA, FIRB);
- Able to prepare credit portfolio dashboards / reports using regulatory/economic capital and Basel II risk parameters;
- Excellent knowledge in database management, Proficient 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.
- Moody's Risk Authority (RAY);
- FRM certified.
- Responsible for the re-engineering / enhancements and support of the Basel Credit RWA related applications;
- Responsible to review and rewrite the business functionalities to incorporate the new credit 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 users to stress test the various scenarios;
- Ensure necessary changes/enhancements are implemented and documented.