Y-Axis Jobs Logo
Send us feedback
telephone  +91 7670 800 001
Log in Sign up Try Premium
Business Analyst – Risk & Regulatory Systems (Basel III) at Encora
, Kuala Lumpur, Malaysia -
Full Time

Start Date

Immediate

Expiry Date

16 Jul, 26

Salary

0.0

Posted On

17 Apr, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Basel III, Credit Risk, IRB, CRWA, PD, EAD, LGD, Excel, Macro Programming, SAS, SQL, SA-CCR, Business Analysis, User Acceptance Testing, Impact Assessment

Industry

IT Services and IT Consulting

Description
Key skills / knowledge:  Has knowledge in Basel Internal Rating-based Approach (IRB) & the Standardized Approach of Credit Risk Weighted Assets (CRWA) and understanding of PD, EAD & LGD.  At least 7 years of experience in Banking/Finance related field, familiar with products offered in banks and the CRWA treatment.  Good command of Excel, Macro programming and SAS. SQL will be an added advantage. Behaviors:  Proactive & can think out of the box.  Pleasant personality & easily approachable (being approached).  Able to work under tight timeline and under tremendous stress environment. main responsibilities  Participate in the discussion group on Basel III Credit Risk in identifying the additional relevant fields required for Basel III CRWA computation.  Provide advice in interpreting the Basel III CRWA requirements and how to source the required fields for CRWA computation.  Prepare automation change request with business requirements documentation to bring in additional fields or logic changes to comply with Basel III the Standardized Approach and Internal Rating-based Approach.  Involvement in the user acceptance testing, including designing the test scripts, test scopes and test samples.  Perform credit RWA impact assessment as and when required.  Knowledge on SA-CCR is an added advantage.
Responsibilities
The analyst will participate in Basel III credit risk discussions and provide expert advice on interpreting and sourcing data for CRWA computation. They are also responsible for preparing automation change requests and managing user acceptance testing for regulatory compliance.