IN_Senior Associate_Project Management_FST - Captives_Advisory_Gurgaon
Core
Senior Business Analyst supporting Counterparty Credit Risk projects, focusing on Change Management, requirement articulation, and test case preparation for exposure and capital calculations.
Role type
Senior Associate Business Analyst (Credit Risk)
Builds
Production credit risk models and regulatory capital reporting features
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
product features
Required skills
Counterparty Credit Risk, Basel norms, Exposure calculations (PE, EEPE, EE), PD/LGD calculation, Regulatory capital computation, Change management, Business Requirement Documents (BRD), Functional Specification Documents (FSD), Test strategy and test case design, Stakeholder communication
Preferred skills
Traded credit risk knowledge
Technologies
None explicitly stated
Responsibilities
Translate complex credit risk requirements into clear BRDs and FSDs; Collaborate with development teams to model requirements and calibrate assumptions; Design and review test cases for capital calculation adjustments and reconciliation; Manage stakeholder communication to ensure project timeline adherence; Consolidate test results and prepare project reports with risk analysis and recommendations.
Seniority
Senior, hands-on IC
