Key Responsibilities :
- Perform a BA role for Counterparty Credit risk projects in Change Management and work with various stakeholders in understanding the requirements pertaining to Exposure calculation / Basel norms / Credit Risk.
- Articulate the requirements into simpler, understandable statements through tools in the form of a Business Requirement Document (BRD), Functional Specification Document (FSD) etc.
- Work with development team to model the requirements, and propose, calibrate, and implement appropriate assumptions.
- Engage in constant and continuous communication with all the stakeholders to ensure smooth completion of tasks and report any deviations from proposed timelines.
- Prepare and consolidate test cases across the capital calculations, including any adjustments, reconciliation, exception management, reporting, etc.
- Review test cases ensuring completeness of UAT coverage & Change Management.
- Collaborate seamlessly across various business units, integrating change management principles to ensure holistic alignment with organizational goals.
- Prepare project reports and trackers highlighting risks, analyzing trends an recommendations / adjustments that address or capitalize on changes required.
Ideal Candidate Profile :
Experience : 4 to 8 years in counterparty credit risk RWA computation and data knowledge.Technical Skills : Proficiency in SQL, Excel Macros and VBA codes, Axiom, Tableau.Functional Expertise : Knowledge of Basel Credit risk norms, CRR III rulesProject Experience : Experience in Transformation / Change projects within the regulatory reporting space.Soft Skills : Strong analytical and problem-solving skills, excellent communication and documentation abilities.Skills Required
Change Management, Sql, Axiom, Tableau