Business Analyst for Credit Risk Stress Testing

Inetum2; Lisboa; Presencial; EUR 45 000 - 65 000; Tempo integral

Resumo da oferta

Inetum2 is seeking a skilled analyst to support and maintain risk stress-testing applications used for regulatory reporting. You will participate in analysis, testing and implementation of enhancements for calculation engines and user interfaces.

Ideal candidates have a Bachelor's degree in a relevant field, strong SQL/Python skills, and experience in Credit Risk and IFRS9 within an Agile environment. Proficiency in English (C1) is required.

Qualificações

• Bachelor's degree in Mathematics, IT, CS or related field.
• Mandatory: knowledge of Credit Risk, IFRS9, Basel in stress tests.
• Proficiency in SQL and Python is required.
• Familiarity with PySpark and Dataiku is a plus.
• English at C1 level is mandatory.

Responsabilidades

• Support and maintain risk stress-testing apps for regulatory reporting.
• Analyze, test and implement enhancements for engines and UIs.
• Collaborate with business teams and developers in Agile settings.
• Produce official stress test results and provide functional support.
• Suggest improvements to ensure engine stability and scalability.

Conhecimentos

SQL

Python

Agile methodologies

Credit risk understanding

Formação académica

Bachelor's degree in Mathematics / IT / CS

Ferramentas

PySpark

Dataiku

Descrição da oferta de emprego

• Support and maintain risk stress-testing applications used for regulatory and risk reporting activities, ensuring smooth production operations and user support. Participate in the analysis, testing, and implementation of new enhancements for calculation engines and user interfaces.
• Understand and analyze 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 / processes within its perimeter of responsibility.

• Bachelor's degree in Mathematics, Information Technology, Computer Science or other relevant areas;
• Relevant professional experience as a business analyst / functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests is mandatory ;
• Previous banking experience is a plus;
• Proficiency in SQL is mandatory ;
• Proficiency in Python is mandatory ;
• Knowledge of PySpark is a plus;
• Knowledge of Dataiku is a plus;
• Knowledge of Agile methodology is a plus.
• Proficiency in English (C1) is mandatory