Business Analyst for Credit Risk Stress Testing
Core
Analyze business needs for credit risk stress testing solutions, produce official stress test results, and ensure engine maintainability and scalability within regulatory constraints.
Role type
Business Analyst (Credit Risk & Stress Testing)
Builds
Credit risk stress testing solutions and regulatory reporting engines
Domain
Banking / Credit Risk / Regulatory Compliance (Basel, IFRS9)
Deliverable
production ML models | product features
Required skills
Credit Risk analysis, IFRS9, Basel regulations, Stress Testing, SQL, Agile methodology
Preferred skills
Python, Dataiku, Banking experience
Technologies
SQL, Python, Dataiku
Responsibilities
Translate business requirements into technical specifications for stress testing solutions, collaborate with developers and stakeholders to deploy solutions, participate in producing official stress test results, propose improvements for engine maintainability and scalability.
Seniority
Mid-level (3-4 years experience)