Business Analyst for Credit Risk Stress Testing
Core
Support and maintain risk stress-testing applications for regulatory and risk reporting, including analysis, testing, and implementation of enhancements for calculation engines and user interfaces.
Role type
Business Analyst (Credit Risk Stress Testing)
Builds
Regulatory stress test results and risk reporting solutions
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models | product features
Required skills
Credit Risk analysis, IFRS9, Basel regulations, Stress Testing, SQL, Python, Agile methodology
Preferred skills
PySpark, Dataiku, Banking experience
Technologies
SQL, Python, PySpark, Dataiku
Responsibilities
Analyze business needs and specify/test solutions within budget and regulatory constraints; Collaborate with stakeholders and developers; Produce official stress test results and provide functional support; Propose improvements for engine maintainability and scalability.
Seniority
Mid-level, hands-on IC