Business Analyst for Credit Risk Stress Testing
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Job Location:
Monthly Salary:
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
ITTF FRS is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance RISK and IT backgrounds with a strong focus on efficiency proximity agility and time-to-market.
It is a new worldwide organizational model that contributes to tackle major challenges of Groups transformation of today and tomorrow building the best offer for Finance and RISK community through a progressive rotation towards new technologies and best practices.
ITTF FRS is a unique organization part of IT Group yet actively managed through an innovative partnership with Finance and RISK.
Risk Dedicated Solutions is in charge of delivering dedicated solutions for RISK reporting streams and supporting RISK missions and transformation.
RDS 06 - Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk internal capital and IFRS9 provisions.
Within the scope of the projects monitored by the team there are high visibility projects (Basel IV and IFRS9) regulatory developments (climatic stress tests EBA stress tests etc.) and internal developments.
The systems involved aim to:
- Provide the calculation of risk parameters;
- Provide metrics for regulatory purposes: provisions cost of risk capital and RWA;
- Ensure the generation of macro-scenarios;
- Perform data quality processes;
- Allow users to monitor their own stress test use cases autonomously by using a dedicated user interface.
In Portugal (Lisbon & Oporto) the team will be in charge of both production and support to end users.
The team will also be part of the definition specification and testing regarding new evolutions of the engines and the UI accordingly.
Main Tasks and Responsibilities:
- Understand and analyze the needs expressed by the business teams specifying and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints in an Agile organization;
- Work in close collaboration with the various stakeholders and in particular the business contacts and the teams developers;
- Participate in the process of producing official stress test results and provide functional support;
- Be a force for proposals with a view to continuous improvement in order to guarantee the operation of the engines their maintainability and their scalability;
- Acquire a transversal vision of the products / processes within its perimeter of responsibility.
Qualifications :
Technical skills:
- Bachelors degree in Mathematics Information Technology or Computer Science;
- Relevant professional experience as a business analyst / functional expert on Credit Risk IFRS9 Basel regulations or Stress Tests is mandatory (3 - 4 years);
- Previous banking experience is a plus;
- Proficiency in SQL is mandatory;
- Proficiency in Python is mandatory;
- Knowledge of PySpark is a plus;
- Knowledge of Dataiku is a plus;
- Knowledge of Agile methodology is a plus.
Language Skills:
- Proficiency in English (C1) is mandatory;
- Proficiency in French is a plus.
Soft Skills:
- Teamwork;
- Client focused;
- Rigor and precision;
- Excellent attention to details;
- Strong analytical mind problem solving planning and organizational skills;
- Results oriented;
- Ability to manage a project;
- Strong interpersonal communication (spoken and written) and ability to report (simplify complex information in a clearly organized and visually interesting manner adapting it to the different stakeholders);
- Pro-active attitude with ability to work in a fast changing and demanding environment;
- At ease with multi-tasking.
Remote Work :
No
Employment Type :
Full-time
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
Inetum is a European leader in digital services. Inetums team of 28,000 consultants and specialists strive every day to make a digital impact for businesses, public sector entities and society. Inetums solutions aim at contributing to its clients performance and innovation as well ... View more
