Credit Risk Domain Expert - Development

Product Development:

• Collaborate on the development of SAS Solution for Regulatory Capital.

• Assess the impact of new regulations (Basel 4, CRR3) on the existing solution.

• Develop regulatory capital calculations using SAS programming and tools.

• Contribute to the design, development, unit testing, integration testing, and documentation of product features.

• Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features.

• Participate in defining user stories and acceptance criteria for product features.

Regulatory Expertise:

• Analyse and interpret complex regulatory requirements with minimal supervision.

• Scope and define work effort for regulatory updates, including task breakdown and estimation.

• Review business and solution requirements/design documents for accuracy.

Requirement

Technical Skills and Experience (Mandatory)

• Regulatory Capital Expertise:

• Exposure to calculating regulatory capital for credit, market, and operational risks.

• Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations

• Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.

• Exposure to banking data preparation for regulatory reports like COREP and FINREP.

• Risk Management Qualifications:

• professional risk management qualification, such as FRM or equivalent.

• Programming Skills:

• Strong proficiency in SAS programming language, including Base SAS, SAS Macros.

• Hands on expertise of SQL, Python

• Software Development Aptitude:

• Demonstrated ability to write clean and efficient code through prior programming experience.

Additional Skills (Desirable)

• Agile Methodology:

• Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.

Behavioral Skills

• Continuous Learning:

• Actively seeks to stay updated on the latest regulatory developments and readily applies new knowledge to work processes.

• Analytical and Communication Skills:

• Ability to evaluate complex information, develop clear recommendations, and effectively present findings while seeking feedback.

• Collaboration:

• Proven ability to work collaboratively with colleagues across different teams to achieve shared goals.

Mandatory Technical Skills

• Regulatory Capital Expertise:

• Exposure to calculating regulatory capital for credit, market, and operational risks.

• Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations

• Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.

• Programming Skills:

• Strong proficiency in SAS programming language, including Base SAS, SAS Macros.

• Hands on expertise of SQL, Python

• Software Development Aptitude:

• Demonstrated ability to write clean and efficient code through prior programming experience.

Total Years of Relevant experience

3-5 Years

Education Preference

Bachelors or master's degree in statistics, applied mathematics, computer science, or a related field

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