Business Analyst for Credit Risk Stress Testing

About the job

The Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and International Financial Reporting standards 9 (IFRS9) provisions. Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, European Banking Authority (EBA) stress tests) and internal developments.

The systems involved are due to provide risk parameters calculations, provide metrics for regulatory purposes (provisions, cost of risk, capital and Risk-Weighted Assets (RWA)), ensure the generation of the macro-scenario, perform Data Qualities processes, a dedicated user Interface aims at allowing users to monitor their Stress Test use cases on their own.

Your Main Activities Are

• Understand and analyse the needs expressed by the business teams, specifying and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints, in an Agile organization.
• Work in close collaboration with the various stakeholders and, in particular, the business contacts and the team's developers.
• Participate in the process of producing official stress test results and provide functional support.
• Be a force for proposals with a view to continuous improvement, in order to guarantee the operation of the engines, their maintainability and their scalability.
• Acquire a transversal vision of the products and processes within its perimeter of responsibility.

Profile and Skills to Success

• Bachelor’s Degree in Mathematics, Information Technology or Computer Sciences.
• At least 3 years of professional experience as a Business Analyst or functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests.
• Proficient knowledge of SQL, Python and PySpark.
• Knowledge of Dataiku and Agile methodology.
• Fluent in English, verbal and written.
• Good interpersonal communication and able to report.
• Team player and client focused.
• Attention to details and rigor.
• Strong analytical mind and problem solving.
• Planning and organisational skills.
• Results oriented.
• Pro-active attitude with ability to work in a fast changing and demanding environment.
• At ease with multi-tasking