Credit Risk Business Analyst recruitment

The Business Analyst is responsible for writing detailed Business Requirements documentation that define how credit risk models (PD, EAD, LGD, RAROE) will be implemented both tactically and strategically within the business.

Business Requirements will outline, for example, the underlying model methodology including formula specification, data attribute descriptions and maintenance, end-to-end process flows, and downstream uses.

Day to day responsibilities include working directly with Credit Portfolio Analytics quantitative and data analysts, Credit Risk IT, models users, and other external stakeholders including personnel from the Front Office, Portfolio Management, Finance, Treasury and Group Risk.

Activities:

*Write detailed Business Requirements documentation related to model implementation.

*Analysis of reference data to support model access and automation of inputs.

*Dialogue with end users on all aspects of models developed by Credit Portfolio Analytics.

*Work closely with data and quantitative analysts to design model prototypes.

*Run workshops with Credit Risk IT to design model interfaces and end-to-end processes.

*Source feedback from users on model usability, performance, and new methodology.

*Work with Credit Policy to implement change, where required

Deliverables:

*Support the Senior Team Lead in designing and documenting how models are implemented.

*Demonstrate good technical knowledge of Basel II.

*Maintain an active relationship with external stakeholders to ascertain requirements.

*Provide solutions to address implementation issues raised by users and Risk IT.

*Identify system and process related issues across the model implementation life cycle.

*Assist with the design of new processes related to model usage.

*Design automated model selection rules using client and facility reference data.

*Write quantitative and functional test scripts and support user acceptance testing.

*Assist with the preparation of training material, including User Guides and Presentations.