Business Analyst - Credit Risk Banking - International Project

Detalhe da Oferta:

Mission Context:

In the Risk & Credits tribe, the risk cluster is in charge of the set-up of the risk data and calculation infrastructure.

Several initiatives are currently led by risk squads:

- The evolutions on the central risk calculator
- New versions of acquisition scoring + scope extensions
- New versions of automated decision models + scope extensions
- implementation of EAD & LGD models
- Guidelines on loan origination and monitoring
- Basel III and IV

The aim of the projects is to improve the Risk Infrastructure: further consolidate risk calculations in a single calculator in order to better enable model implementation, integration and to reduce costs through simplification and reuse.

The goal of the current activities is to extend the functionality of the calculator in order to better support credit acquisition, credit risk monitoring & reporting and (regulatory) capital management.

Function description:

The analyst is the main analyst on the implementation of the EBA Guidelines on loan origination and monitoring. The analyst will take over from the current analyst, who will leave the cluster in the coming months.

The analyst will work with the initiative owner across several squads (both within the cluster Risk and the credit clusters) translate regulatory requirements in business requirements align with the stakeholders in the Risk department ensure that the squads have clear requirements.

- Use SQL to determine various use cases
- Use SQL during testing, checking all results over the full portfolio (4M credits)
- Detail specific use cases and calculate expected values
- Develop some of the risk algorithms in MS Excel
- Ensure that the squad deliverables combine to a coherent solution
- Ensure alignment with other tracks, including Basel III and IV
- Create the documentation for the auditors
- Support the training teams during the roll-out of the new functionality

Technical experience:

- Medium to expert knowledge of standard MS tools and technologies: Word / Excel / PowerPoint / Access
- Thorough SQL experience
- Functional / technical analysis skills
- Testing capabilities

Business Experience:

- Experience with/knowledge of EU regulation on credit or credit risk
- Experience with working in a large company/complex business environment 4 to 5 years of experience in functional analysis & development
- Experience in large scale IT development
- Expertise in data/process analysis, requirements documentation, testing
- Credit / credit risk knowledge (Basel II, …)
- Economics and/or mathematics background
- Experience in large scale IT development, with C# and SQL

Soft skills

- Team player, project minded
- Quick self-starter, pro-active attitude
- Good communication and influencing skills
- Good analytical and synthesis skills
- Autonomy, commitment and perseverance
- Precision – good communication skills in writing – respect of the deadlines – attentive to the quality of the deliverables
- Ability to work in a dynamic and multi-cultural environment
- French or Dutch Fluency is a plus.


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