Business Analyst - Credit Risk

Luxoft; Chennai District; On-site; INR 1,200,000 - 2,200,000; Full time

Job summary

Luxoft is seeks a Senior Business Analyst to join Moody's Credit Risk team, collaborating with Country Finance, Treasury and Group Liquidity regulatory reporting to capture requirements in BRDs.

You will own the target state, document data mapping for FTP, ensure regulatory compliance, and coordinate testing and sign-off with stakeholders across centers.

Qualifications

• 7 to 12 years of functional experience in Credit Risk and regulatory reporting.
• Strong knowledge of financial products and capital markets.
• Experience with data analysis and data mapping for risk computation.
• Familiarity with Basel capital regulations and financial risk concepts.
• Proficiency in SQL and Oracle.
• Experience with Waterfall and Agile methodologies.
• Strong communication and stakeholder management skills.

Responsibilities

• Act as business solution owner of the project’s target state and support BRD preparation.
• Ensure detailed requirements are documented in BRDs and signed off by stakeholders.
• Ensure new solutions comply with internal procedures and regulatory guidelines and that deliverables are understood by all parties.
• Analyze new data sourcing to support ETL design.
• Elicit data requirements and document data mapping for FTP computation.
• Analyze and fix data quality issues.
• Validate downstream data extracts.
• Validate that the proposed architecture meets the business purpose.
• Drive prioritization considering benefits, timelines, and performance.
• Coordinate interfaces/dependencies/change releases across centers.
• Plan tests, coordinate testing, and obtain sign-off from stakeholders.
• Support development of testing packs with predefined results sets.
• Review test cases for UAT coverage.
• Monitor gaps/defects and work with Technology to resolve.

Skills

Credit Risk

Capital Risk

Regulatory reporting

Change management

Financial domain

SQL

Oracle

Data analysis

Data visualization

Waterfall

Agile

Stakeholder management

Communication

Tools

SQL

Oracle

Job description

Project description

The Business Analyst will work with Moody's Credit Risk team of UK Based Investement Bank and work collaboratively with Country Finance, Treasury, Group Liquidity Regulatory reporting and BAU teams to understand requirements and articulate them within the Business and data requirements document

Responsibilities

• To act as a business solution owner of the projects' target state and support analysis included in relevant concept and methodology papers required for preparation of BRDs
• To be accountable for ensuring that detailed requirements are documented in BRDs, and are duly signed off by relevant stakeholders
• To ensure that the new solutions comply with internal procedures / external regulatory guidelines and project deliverables are properly understood by business stakeholders, project team, and end-users.
• Analysis of new data sourcing to support ETL design and development
• Elicitation of data requirements and documentation of data mapping specifications for Funds Transfer Pricing (FTP) computation
• Analysis and fixing of data quality issues
• Validate all downstream data extracts
• To validate that the strategic system architecture proposed by Technology is fit for its business purpose and is in line with the agreed business target state
• To drive prioritization taking into consideration business benefits, delivery timelines, system performance etc.
• To centrally coordinate system interfaces/dependencies/change releases for the Treasury and Liquidity Reporting work streams and ensure alignment across all centres
• Test planning, coordinate testing, validate test results and obtain sign off from stakeholders
• To support the development of testing packs with predefined results sets
• To review test cases ensuring completeness of UAT coverage
• To monitor any gaps / defects identified, and work with Technology counterparts to track progress and ensure resolution

SKILLS

Must have

• 7 to 12 years of functional experience in Credit Risk, Capital risk, regulatory reporting change Management roles
• Good understanding of financial & capital markets domain with sound knowledge of products like equities, fixed income, derivatives, forex etc.
• Good exp. in BCBS 239 or Basel evolution, Data lineage constraints , Liquidity ratios, PD, LGD, EAD or RWA calculations.
• Knowledge of Basel Capital regulations and good understanding of financial risk
• Expertise in SQL and Oracle tools.
• Experience with both waterfall & agile methodologies
• Experience in analysing data to draw business-relevant conclusions and in data visualization techniques and tools
• Strong communication and stakeholder management skills

Nice to have

Moody's experience , FRM Certification