Credit Risk - Technology Business Analyst (m/f/d)

at  Skillspark AB

WE HAVE CREATED A CULTURE OF OPENNESS AND INTEGRITY BY BUILDING GENUINE AND STRONG RELATIONSHIPS AND PARTNERSHIPS, ENABLING US TO BE UNCOMPROMISING IN OUR DEDICATION IN DELIVERING THE OPTIMAL SERVICE FOR OUR CLIENTS. OUR COMMITMENT IS NOT JUST TOWARDS OUR CLIENTS BUT WE AIM TO FOSTER A POSITIVE AND EQUITABLE WORKING ENVIRONMENT WITH OUR CONSULTANTS AND COLLEAGUES WHICH STEMS FROM OUR CORE VALUES: CONFIDENT, DEDICATED, RESPONSIBLE, GENUINE.

Overview: Emagine is seeking an experienced Credit Risk Business Analyst with a strong technology background to join our esteemed investment bank client. This is an exceptional opportunity for a seasoned professional to contribute to a critical project within the financial sector. The role is contingent-based and primarily driven by the Fundamental Review of the Trading Book (FRTB) requirements.

DESIRED SKILLS:

• Technical Expertise: Proficiency in Linux, SQL, and Python is essential for this role.
• Quantitative Skills: Strong knowledge of pricing models, particularly Monte Carlo simulations.
• Analytical Skills: Ability to perform detailed sanity checks and system evaluations.
• Risk Management: Experience with SACVA metrics and credit risk frameworks.
• FRTB Experience: Familiarity with FRTB requirements and prior experience in FRTB-driven projects is highly desirable.
• Communication Skills: Excellent ability to communicate complex technical concepts to non-technical stakeholders.
  The ideal consultants will share our values and be aligned with our ways of working and as your career progresses, you can expect to work across all areas of the project lifecycle, from strategy to implementation. This will provide you with a broad base of experience from which to build an outstanding career.

We pride ourselves on;

• Providing our people with a supportive culture, rooted in our values and driven by our purpose.
• Promoting a culture of inclusion, collaboration, well-being, and learning and development.
• Providing increased agility and flexibility within our hybrid working model
• Investing in employees’ growth through ongoing training and development
• Autonomy to take ownership of projects, making decisions and demonstrating individual expertise
• Providing an transparent performance and career management experience.

Our consultants are integral to delivering successful consulting engagements, addressing our clients’ most pressing business challenges, and build lasting value in disciplines such as:

• Solve sophisticated, ambiguous business, change and technology problems, bringing structure and meticulous analysis and planning, acting, and taking decisions with little strategic direction
• Build, develop and sustain trusted senior client relationships in the C-suite by remaining highly attuned to client needs
• Drive, enable and support the business, partnering with our leaders, clients, and consultants across our practices to take the best of emagine to our clients through opportunity identification/qualification, solution development/presentation

• Credit Risk Analysis: Collaborate with stakeholders to analyze and enhance the credit risk frameworks and methodologies.
• System Evaluation: Conduct sanity checks and validate the existing systems to ensure robustness and accuracy.
• Pricing Models: Apply your expertise in pricing, specifically utilizing Monte Carlo simulations, to develop and refine risk assessment tools.
• Technical Proficiency: Utilize your proficiency in Linux, SQL, and Python to support the technological aspects of risk analysis.
• Metric Analysis: Work with SACVA metrics to evaluate and improve the efficiency and effectiveness of the risk management processes.
• FRTB Implementation: Assist in the execution of FRTB-driven projects, leveraging your experience to meet regulatory standards and improve compliance.