Business Analyst - Credit Risk

DEVELOPMENT

Develop a thorough understanding of the Basel II accord associated with Direct, Contingent, Traded and Financing products

Develop project management / communication skills while integrating the calculation of Risk Weighted Assets into the Risk/Finance

framework.  Improve / develop leadership skills while coordinating new functions recently absorbed by the Risk Management technology

team.  Participate in the development of a Decision Support infrastructure to support business users queries.  Interface with vendors,

business managers, business users and technologists to develop processing efficiencies.

 

BUSINESS OVERVIEW

The Basel II Calculator team is a newly formed team that will develop, maintain and oversee the calculation and internal reporting of the

Risk Weighted Assets for the satisfaction of the Basel II accord.  This work is based upon the Iflex product Reveleus, with adaptable rule

building and metadata modeling in a warehouse environment.

 

KEY RESPONSIBILITIES

As a member of the Risk Systems Basel II calculator team, the Business Analyst / Sr. Business Analyst will have responsibility for:

Participating in the gathering, writing and reviewing of business requirements and translating the requirements into functional

specifications.  Oversee the use of query tools to confirm data quality and investigate questions.  Setting standards and principals for

required documentation and testing.  Recognize interdependencies between global Basel II system functions.  Partner with Project

Manager to set direction regarding priorities and project plans.  Satisfy requirements for assigned work with minimum supervision within

budget and time constraints.  Liaise with global technology and business teams.

 

CANDIDATE QUALIFICATIONS

Minimum of 3 years experience in related field

Required skills: Finance (or related area), Project Planning, Test Plans, Documentation, BASEL II

Preferred skills: Knowledge of Credit Risk, Credit Derivatives, Securitization, Risk Analytics and Systems Development

Focus on a proven solution driven approach to problem solving

Able to influence organizational change through detailed analysis

Strong team player

Strong oral and written communication skills are required for interaction with the business and technologists

Service orientation with a commitment to quality

An ability to be driven by, and to respond to, goals with minimal supervision