Project Description:
Client is running multiple projects relating to Enterprise risk and is looking for a Business Analyst who has experience in ALM, Capital Management, Balance Sheet management , Regulatory Risk.
Responsibilities:
- Work as a liaison between Risk teams and IT
- Understand the requirements and articulate in Business Requirement Document
- Assist and drive all SDLC stages during the project
- Assist teams in BAU reporting and issues (From a functional perspective)
Mandatory Skills Description:
- Minimum 5 years of experience as a Business Analyst, Functional Consultant and Project Manager in Risk Management, Treasury, ALM-FTP, Regulatory Risk (Basel 2& 3) , liquidity risk and interest rate risk.
- Must have risk management solutions experience
- Understanding of capital ratio computation system and ALM system
- Excellent knowledge of Risk Management tools like VaR, Duration, Yield curve generation, LCR, NSFR, ICAAP, Interest Rate Risk, Liquidity Risk and Stress Testing
- Very strong knowledge in the area of credit risk management of RWA, Risk Data Mart, Economic capital, RAROC and capital allocation, Collateral management, credit facility rating, including rating models, business processes (PD/LGD)
- Knowledge of FTP, Balance sheet loan and deposit pricing methodology and management Integrated risk management reporting and risk indicator based management framework Basel II/Basel III initiatives like ICAAP
- The candidate should possess either a postgraduate degree or qualification in Information Systems / Project Management /
- Business Administration.
- The candidate should carry a minimum relevant work experience in Bank or I.T. Company for a minimum of 4-6 years.
- Candidate must be technically astute and have had exposure to databases, scripting and technical interfacing capabilities using various tools / languages.
- Strong proven track record of liaising with stakeholders for business requirements, specification documents, testing processes and other relevant information.
- Should have handled support role(s) and possess numerical skills, coupled with the ability to work independently and within a team, managing time deadlines well.
- Candidate must display strong verbal and written communication skills.