Credit Risk Change Business Analyst
Core
Partner with Quantitative Analytics, Technology, and Credit Risk Management teams to translate complex risk, modelling, and data requirements into practical end-to-end solutions for Counterparty Credit Risk (CCR).
Role type
Senior Change Business Analyst (Credit Risk).
Builds
End-to-end solutions for internal model methods (IMM), credit limit monitoring, and potential future exposure (PFE) on derivatives and Security Financing Transactions (SFT).
Domain
Banking, Credit Risk, Quantitative Analytics.
Required skills
Mathematical finance, Monte Carlo methods, Capital markets products, Python, SQL, Unix/Linux shell scripts, XML, Java, C/C++, C#, R.
Preferred skills
Experience delivering change within credit or market risk management, Commercial awareness.
Technologies
Python, SQL, Unix/Linux, XML, Java, C/C++, C#, R.
Responsibilities
Partner with cross-functional teams to define data flows and business processes; Operate across CCR change portfolio including RWA, PFE, margin, collateral modelling, and back-testing; Shape and maintain delivery plans in a fast-moving environment; Translate priorities into Agile epics, features, and milestones; Lead or support requirements definition, impact assessment, solution design, testing, and implementation; Use programming tools to automate analysis and improve delivery efficiency.
Seniority
Senior, hands-on IC.