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IT Business Analyst - IRRBB (Interest Risk Rate) at Unison Group

Chennai, tamil nadu, India -

Full Time

Start Date

Immediate

Expiry Date

03 Aug, 26

Salary

0.0

Posted On

05 May, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Banking Risk, Regulatory Reporting, Data Analysis, Liquidity Risk, Credit Risk, IRRBB, Capital Adequacy, SQL, PL/SQL, Risk Data Aggregation, Functional Specifications, UAT, Model Validation, Wholesale Banking, Moody's Risk Products, Regulatory Compliance

Industry

Business Consulting and Services

Description

We are looking for a IT Business Analyst IRRBB with strong experience in Banking Risk, Regulatory Reporting, and Data Analysis. The role involves supporting Liquidity Risk, Credit Risk, IRRBB, and Capital Adequacy reporting, working closely with business, risk, and technology teams to ensure regulatory compliance and accurate reporting. Analyze and document business requirements related to Liquidity Risk (LCR, NSFR), Credit Risk, and Interest Rate Risk (IRRBB). Support regulatory reporting including Capital Adequacy Ratio (CAR) and credit risk outcomes. Work with data models including instrument tables, intermediate tables, collateral tables, and facility link tables for risk aggregation. Understand and support Repo and LCR-eligible transactions. Assist in model validation activities for wholesale banking portfolios. Interpret and implement regulatory guidelines from RBI, FED, ECB, HKMA, SAMA, and FSB. Monitor DA using SQL / PL-SQL and validate risk calculations. Coordinate with technology teams for system enhancements and data integration. Prepare functional specifications, test cases, and support UAT. Strong domain knowledge in Banking Risk & Regulatory Reporting. Hands-on experience with Liquidity Risk, Credit Risk, and IRRBB concepts. Good understanding of Standardized and Advanced (IRB) Credit Risk approaches. Proficient in SQL with working knowledge of PL/SQL. Experience with risk data aggregation and reporting. Familiarity with Moody’s risk products or similar platforms. Experience in Wholesale Banking environments.

Responsibilities

The role involves analyzing and documenting business requirements for Liquidity, Credit, and Interest Rate Risk to ensure regulatory compliance. It also requires coordinating with technology teams for system enhancements and validating risk calculations using SQL.