Business Analyst

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.

Job Description (JD) [Outline the main responsibilities and tasks expected of the candidate]

• 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 Standardised 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.