Adaptiv Counterparty Credit Risk Business Analyst

Job description & deliverables:

My client is completing a Credit Risk project to become fully compliant with the Standardised Approach CCR (SA-CCR) for Credit Risk. To become regulatory compliance, a business analyst is required to assist in the delivery of SA-CCR and to take place in the CR Scrum team

The CCR Business Analyst should be able to:
- Review and assess current implementation of CCR processes in CCR systems
- Review and assess internal risk methodologies, calculations and processes
- Review and assess risk reporting funtionalities and processes
- Define business process model (data control, measuerements, risk control, risk reporting) for CCR, adhering to all relevant regulations and internal risk requirements
- Support Self Assessment on both theoratical as well as operational
- Support in testing and review of changes made within the risk management systems

Knowledge, skill & behaviour:

Business Knowledge:
Experience with the review of process development and implementation, specifically in the area of CCR.
Experience in defining system solution, requirements definition and IT testing, specifically in the area of CCR and working in a scrum team
Defining processes to comply with the banks policy. Reviewing and assessing/improving existing processes.
Specific knowledge of risk management for CCR.
Recent experience (5+ years) in Business Analyst roles with regulation, policy and process components.
Education (at least degree level) in relevant area.
Excellent business writing skills (in English).
Process development expertise.

Financial Markets Products:
FX, IR, EQ, Commodities.

Risk Management:
Credit Risk Methodologies, including internal and regulatory calculcations and methodologies

Technical skills/hard skills:
Excellent knowledge of Counterparty Credit Risk regulations, methodologies and calculations
Advanced documentation skills with standard MS Office software.
Candidate must demonstrate their level of expertise with FIS ACR (Adaptiv Credit Risk) software suite

Behavioural characteristics/soft skills:
Ability to work independently.
Excellent communication skills.
Structured and methodical with good documentation skills.
Analytical and familiar with best practice for process development in CCR.