RWA Business Analyst recruitment
Business Analyst, BA, RWA, Capital efficiency, Basel II, PD, LGD, EAD,
My client, a leading global banking group requires a senior business analyst to work on the capital efficiency workstream of a new green-field programme focussed on RWA Optimisation.
The successful candidate will take up a diverse set of duties including the identifying key stakeholders and liaising with IT, RWA SME’s, Coverage, and Overseas clusters of the business to produce detailed gap analysis; writing detailed requirements from current state analysis to target state to realise the deliverables of the RWA Optimisation Project; Complete detailed data analysis of current RWA data and the drivers of the model (PD, LGD, EAD); Understand the data from different areas of the business and how this is calculated. I.e. standardised v advanced methods.
In order to be considered for this role you will need extensive business analysis experience within a banking environment. You will need to have an in-depth understanding of Basel II, RWA and Capital or will have worked on a project focussed on PD, LGD and EAD modelling or implementation. You will also need to have strong requirements gathering and documentation skills and a will have the knowledge required to make meaning of complex RWA related data.