6 часов назад
Business Analyst (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Business Analyst (Fintech): Developing and optimizing risk and regulatory systems for Basel III compliance with an accent on Credit Risk Weighted Assets (CRWA) and regulatory data sourcing. Focus on preparing automation change requests, designing UAT scripts, and performing credit RWA impact assessments.
Location: Kuala Lumpur
Company
is a digital engineering services company providing technical solutions for global enterprises.
What you will do
- Participate in Basel III Credit Risk discussion groups to identify relevant fields for CRWA computation.
- Provide expert advice on interpreting Basel III CRWA requirements and sourcing data.
- Prepare automation change requests and business requirements documentation (BRD) for SA and IRB approaches.
- Manage User Acceptance Testing (UAT), including the design of test scripts, scopes, and samples.
- Perform credit RWA impact assessments as required.
Requirements
- At least 7 years of experience in the Banking or Finance sector.
- Strong knowledge of Basel Internal Rating-based Approach (IRB) and Standardized Approach of Credit Risk Weighted Assets (CRWA).
- Deep understanding of PD, EAD, and LGD metrics.
- Proficiency in Excel and Macro programming.
- Strong command of SAS.
- Ability to work under tight timelines and high-stress environments.
Nice to have
- Knowledge of SQL.
- Experience with SA-CCR.
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