Business Analyst – Risk & Regulatory Systems (Basel III)

Key skills / knowledge:
 Has knowledge in Basel Internal Rating-based Approach (IRB) & the Standardized Approach of Credit Risk Weighted Assets (CRWA) and understanding of PD, EAD & LGD.
 At least 7 years of experience in Banking/Finance related field, familiar with products offered in banks and the CRWA treatment.
 Good command of Excel, Macro programming and SAS. SQL will be an added advantage.

Behaviors:
 Proactive & can think out of the box.
 Pleasant personality & easily approachable (being approached).
 Able to work under tight timeline and under tremendous stress environment.

main responsibilities

 Participate in the discussion group on Basel III Credit Risk in identifying the additional relevant fields required for Basel III CRWA computation.
 Provide advice in interpreting the Basel III CRWA requirements and how to source the required fields for CRWA computation.
 Prepare automation change request with business requirements documentation to bring in additional fields or logic changes to comply with Basel III the Standardized Approach and Internal Rating-based Approach.
 Involvement in the user acceptance testing, including designing the test scripts, test scopes and test samples.
 Perform credit RWA impact assessment as and when required.
 Knowledge on SA-CCR is an added advantage.