Business Analyst - Securitization

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 rules
• Project Experience: Experience in Transformation/Change projects within the regulatory reporting space.
• Soft Skills: Strong analytical and problem-solving skills, excellent communication and documentation abilities.