Roles and Responsibility
- Work with technology, vendor and business change teams to gain an in depth understanding of the end-to-end system implementation, architecture and credit risk business process.
- Work closely and collaboratively with development and partner engineering teams.
- Document and present systems solution design/data flow/process flow and architecture
- Create Source System to target system data mappings
- Prepare detailed component functional specifications/data mapping documents in line with bank standards.
- Conduct impact analysis and create solutions managing technology impact and clearly document and raise assumptions/risks.
- Provide support and guidance across all phases of the project lifecycle, including assistance defining test strategy/plans, data migration strategy, release planning etc.
- Participate in User Acceptance Testing and facilitate user testing.
- Document and provide training to end users with regards to process and systems changes.
- Ability to write medium to high complexity SQL queries for data analysis/data mapping
- Support release implementations weekends when necessary.
- Assist with urgent ad-hoc business requirements that may arise.
Must Have
- Data Analyst with at least 8-10 years of experience working on Basel II/Basel III Credit Risk calculation/Reporting projects.
- Have functional/project experience in working with Moodys RAY(RiskAuthority) /FERMAT CR Solution.
- Good understanding of various credit risk metrics such as PD,LGD,EAD,RWA etc.
- Good understanding of various RWA calculation approaches A-IRB,F-IRB, Standardized method
Good to have
- Ability to write medium to high complexity SQL queries for data analysis/data mapping
- Experience as a business analyst preparing business requirement document (BRD), functional requirement (FRD/FSD),data mapping documents, user test strategy and test cases.
- Experience with system related work and good knowledge of project planning and implementation including requirement gathering, system testing and end-user maintenance.
