Business Analyst – Credit Risk Stress Testing (Hybrid)
Share
Job Location:
Monthly Salary:
Posted on:
2 days ago
Vacancies:
1 Vacancy
Job Summary
BUSINESS ANALYST CREDIT RISK STRESS TESTING(HYBRID LISBON)
Portuguesecompany hires for hybrid position
Location:Lisbon Colombo Office Portugal
Only candidates alreadybased in Portugal will be considered
Work Model: On-site / Hybrid(depending on project phase)
LanguageRequirements: Fluent English
Seniority: Mid-level (36 yearsof experience)
ClientSector: Financial Banking
Instructions:Please send your CV in English and make sure to include all skills andexperience that match the requirements of the opportunity. This willsignificantly increase your chances of success
Role Overview
We are looking for a Business Analyst Credit Risk Stress Testing tojoin a high-impact Risk Technology environment supporting Finance and Riskfunctions. This role is part of an international IT framework focused on efficiencyagility and time-to-market bringing together professionals from Finance Risk and IT.
You will join a team responsible for the design evolution and support of stresstesting calculation engines covering credit risk internal capital and IFRS9 provisionswithin a strong regulatory and transformation context.
Projects include Basel IV IFRS9 EBA stress tests climate stress testingand other regulatory and internal initiatives.
Key Objectives of theSystems
Calculate creditrisk parameters
Produce regulatorymetrics (provisions cost of risk capital RWA)
Generate macro-economicscenarios
Execute dataquality controls
Enable end-userautonomy through dedicated user interfaces for stress testinguse cases
Main Responsibilities
Analyze and translate business requirementsinto functional specifications ensuring regulatory budget and deadlinecompliance within an Agileenvironment
Work closely with business stakeholders developers and ITteams
Participate in the production of official stress testresults and provide ongoing functional support
Contribute to continuous improvementensuring scalability maintainability and robustness of calculation engines
Develop a cross-functionalunderstanding of products and processes within the assignedscope
Support the definition specification and testingof new engine and UI evolutions
Technical Requirements
Bachelors degree in Mathematics Information TechnologyComputer Science or related fields
34years of proven experience as a Business Analyst or FunctionalExpert in at least one of the following:
o Credit Risk
o IFRS9
o Basel regulations
o Stress Testing
SQLproficiency (mandatory)
Pythonproficiency (mandatory)
Banking sector experience is a plus
Knowledge of PySpark and Dataiku is a plus
Familiarity with Agile methodologies is aplus
Language Requirements
English C1 (mandatory)
French nice to have
Soft Skills
Strong analyticaland problem-solving skills
High level of attention to detail rigor and precision
Ability to work effectively in cross-functional teams
Client-orientedmindset with results-driven attitude
Strong written and verbal communication skillswith the ability to simplifycomplex topics for diverse stakeholders
Proactivity and adaptability in fast-paced demanding environments
Ability to manage multiple prioritiessimultaneously
Keywords that must appear in the CV
Business Analyst Credit Risk Stress Testing IFRS9Basel IV Basel Regulations Risk Reporting Regulatory Projects SQL PythonData Quality Financial Risk Banking Environment Agile MethodologyFunctional Analysis Requirements Gathering Stakeholder Management RiskMetrics RWA Capital Provisions Cost of Risk Macro Scenarios TestingValidation
#CI - PROC26011
Required Experience:
IC
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
