Credit Risk Domain Expert - Quality Assurance

• Contribute to requirement analysis for the solution

• Read through regulatory text and assess the impact of requirement pertaining to the regulation on the solution

• Review the design documents for the feature implementation

• Develop business scenarios to validate the regulatory calculations implemented in the solution

• Create test data, perform regulatory calculations and validate the calculations provided by the solution

• Validate the COREP reports fed by the above calculations

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

Domain skills:

• Understanding of financial instruments/products and financial markets

• Background in Credit Risk, Capital Calculations

• Understanding of various banking regulations/standards like Basel, CRR2, CRR3, etc.

• Understanding of regulatory reporting (COREP) requirements and mechanism

• Tools/Technologies involved: SAS programming, Microsoft Excel, Python

• Behavioral:

• Communicative team player

• Actively seeks to update own knowledge base and apply new concepts to work

• Ambitious individual who can work under their own direction towards agreed targets/goals and with a creative approach to work

• Able to understand and interpret regulations independently and build business scenarios based on it

• Up-to-date domain and regulatory knowledge

Other skills:

• (Optional) Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives.

Mandatory:

• Expertise in financial instruments and markets

• Knowledge of regulatory credit risk

• Microsoft Excel

• Base SAS Programming

Total Years of Relevant experience: 3-5 years

Education Preference

Master degree in Banking and Finance, any certification in relevant field like FRM is preferred.

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