Description

You will analyze complex credit risk workflows, including trade mapping, CCR, and MR regulatory reporting, to support capital adequacy and stress testing.

This role is on-site.

Responsibilities

• Analyze credit risk workflows and execute technical analysis using SQL and Python 3.0.
• Support regulatory capital adequacy requirements and internal stress testing processes.
• Manage data and requirements using ALM, Jira, and Jama.
• Utilize Cucumber Gherkin for requirement specification and documentation.

Required Skills

• 5+ years of experience in Business Analysis.
• Deep domain knowledge in Credit Risk Management, including Basel 2/3, Fed Reserve SR letters, CRD, and BCBS239.
• Proficiency in SQL and Python 3.0.
• Hands-on use of ALM, Jira, Jama, Confluence, and SharePoint.
• Expertise in SAP Business Object and Microstrategy.
• Understanding of regulatory frameworks: SACCR, VaR, sVaR, RWA, CVaR, FRTB, and NMR.
• Familiarity with Risk Engines, Wholesale metrics, and PnL.
• Proficiency in MS Office.

Preferred Skills

• Experience with DQIM and Securitisation/OTC exposures.

Key Skills

Education

Any Graduate