IT Business Analyst in Credit Risk (2092)

IT BUSINESS ANALYST IN CREDIT RISK (2092)

For our banking client in Giubiasco, Canton of Tessing (southern Switzerland), we are urgently looking for a IT BUSINESS ANALYST IN CREDIT RISK (2092)

The role is providing IT Business Analysis functions for the Investment Bank's Global Credit Risk systems, consisting of a number of high-profile global applications, with a user base running to several thousands. The Client team is presently split across London, Singapore however the role involves working with people globally, including Zurich and New York. Role is based in Giubiasco

- Gather and review business requirements
- Analyzing impact of change to the existing processes and system flows & documentation
- Coordinate with IT partners on the readiness for SIT/UAT/Regression
- Track and facilitate issues resolutions during SIT/UAT/Regression
- Support Business Users and Developers during the whole software life cycle

This position requires:

- At least 5 years professional experience in relevant business analysis and functional specification design
- Working knowledge of Regulatory Counterparty Credit Risk (Basel II & III) and Risk Measures (VaR, EEPE, EPE)
- Broad knowledge around the Rules driving Collateral calculations (Standardized and Own Estimates), Historical and MonteCarlo simulations
- Understanding business processes, financial products, risk management (credit risk & market risk)
- Experience in system implementation/projects and testing experience
- Strong knowledge of SQL
- Analyzing, writing of test cases
- Programming skills (C++) and Unix knowledge are definitely a nice to have
- Team Worker with excellent organizational, problem solving, and written/verbal communication skills

This is NOT A BUSINESS ROLE but the candidate is expected to understand derivative, SFT, OTC products and able to communicate and explain the underlying Risks.

Ideally you are located in Switzerland or close to the border in Italy. Should you consider yourself the ideal candidate, we look forward to receiving your application in .doc Format.