Business Analyst - Credit Risk

2 Months ago • All levels • Data Analyst

Job Summary

Job Description

This Business Analyst - Credit Risk role involves developing and applying credit risk models, analyzing securitization transactions, and ensuring compliance with Basel III, IFRS-9, and other relevant regulations. Responsibilities include understanding credit risk assessment models (PD, LGD, EAD), securitization economics, and relevant regulatory frameworks. The role requires participation in the SDLC, from requirement gathering to testing, and strong communication skills to present complex data to senior management. The ideal candidate will possess hands-on experience navigating complex systems, identifying business materiality, and applying assumptions to achieve business outcomes. Functional and user acceptance testing, as well as end-to-end integration testing, are key components of the role.
Must have:
  • Credit risk assessment models (PD, LGD, EAD)
  • Securitization transactions & economic models
  • Basel III, IFRS 9, US/EU regulations
  • SDLC (requirements to testing)
  • Complex data navigation & analysis
  • Excellent communication skills
  • Problem-solving & adaptability
Good to have:
  • JIRA

Job Details

Project description

This project involves a professional specializing in credit risk assessment, securitization, and compliance with global regulatory frameworks. The role focuses on the development and application of credit risk models, securitization transaction analysis, and compliance with industry standards such as Basel III and IFRS-9. The expert will also contribute to the software development lifecycle (SDLC) to ensure that risk models and frameworks are accurately implemented within business processes and IT systems.

Responsibilities

1. Understanding of credit risk, its assessment models (PD, LGD, EAD) and credit risk mitigation techniques experience.

2. Strong understanding of securitization transactions and economic models of securitization.

3. Familiarity with frameworks including Basel III, and relevant US/European regulations governing securitization.

4. Understanding of IFRS-9, fair valuation of assets

business model test

5. Understanding of SDLC (requirement gathering, elicitation, prioritization and documentation

BRD, FRD, As-Is, To-Be)

6. Hands on experience navigating through complex systems and data landscape, access business materiality, identify key gaps and apply assumptions to achieve a concrete business outcome.

7. Functional and user acceptance testing, end to end integration testing.

8. Excellent communication skills to present complex data to senior management and stakeholders across technical and non-technical teams.

9. Analytical mindset with strong problem-solving abilities, capable of working on multiple projects and adapting to evolving business needs.

Skills

Must have

1. Understanding of credit risk, its assessment models (PD, LGD, EAD) and credit risk mitigation techniques experience.

2. Strong understanding of securitization transactions and economic models of securitization.

3. Familiarity with frameworks including Basel III, and relevant US/European regulations governing securitization.

4. Understanding of IFRS-9, fair valuation of assets

business model test

5. Understanding of SDLC (requirement gathering, elicitation, prioritization and documentation

BRD, FRD, As-Is, To-Be)

6. Hands on experience navigating through complex systems and data landscape, access business materiality, identify key gaps and apply assumptions to achieve a concrete business outcome.

7. Functional and user acceptance testing, end to end integration testing.

8. Excellent communication skills to present complex data to senior management and stakeholders across technical and non-technical teams.

9. Analytical mindset with strong problem-solving abilities, capable of working on multiple projects and adapting to evolving business needs.

Nice to have

JIRA

Other

Languages

English: B2 Upper Intermediate

Seniority

Senior

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About The Company

Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications.

DXC Technology is a leading Fortune 500 IT services company which helps global companies run their mission critical systems. Together, DXC and Luxoft offer a differentiated customer-value proposition for digital transformation by combining Luxoft’s front-end digital capabilities with DXC’s expertise in IT modernization and integration. Follow our profile for regular updates and insights into technology and business needs.

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