As a business analyst and modeler, you will be working on a product in the regulatory risk domain, focusing on calculation of RWA and capital requirements for various credit risks and regulatory reporting
Job Summary
As a business analyst and modeler, you will be working on a product in the regulatory risk domain, focusing on calculation of RWA and capital requirements for various credit risks and regulatory reporting.
Your main responsibilities would include analysis of business requirements, translating them to solution design, preparing functional specifications, creating stories on JIRA, and testing implemented functionality.
The role requires hands-on experience in RWA/Capital Charge calculation for Credit Risk, Counterparty Credit Risk, Regulatory Reporting, and knowledge of financial instruments, markets, and regulations like Basel 2/3, CRD4, PRA, CRRII.
Matching Summary
As a business analyst and modeler, you will be working on a product in the regulatory risk domain, focusing on calculation of RWA and capital requirements for various credit risks and regulatory reporting.
Skills & Requirements
Must-have
RWA and capital requirements calculation
Credit Risk and Counterparty Credit Risk
Regulatory reporting
Basel, EBA, PRA guidelines
Translate business requirements to solution design
Functional specifications and JIRA stories
SQL database and querying
Nice-to-have
Familiarity with financial instruments
Agile process knowledge
Strong desktop computing skills
Excellent communication skills
Ability to learn new content
Organized approach
Self-starter with team mindset
Key Requirements
Hands-on experience in calculation of RWA/Capital Charge
Understanding of different approaches for calculation of regulatory risks
Ability to understand business requirement from regulatory documents
Knowledge of Basel 2/3 jurisdictions, CRD4, PRA, CRRII
Familiarity with SQL database and querying
Bachelor’s degree / MBA Finance or equivalent
Previous work experience in Banking or finance domain