for Portfolio Analytics and Regulatory Climate Stress Testing
Work location: Central
Contract period: 12 months contract
Headcount : 1
Monthly Basic Salary: $5000 - $5500
Candidates need to be well versed in Python and
Some knowledge on Stress Testing / Capital RWA / ECL
Job Description
Job Function: Business Analyst for Portfolio Analytics and Regulatory Climate Stress Testing
About The Role:
•Key role as a business analyst on Portfolio Analytics and Regulatory Climate Stress Testing within Risk Management Group.
Job Responsibilities:
• Understand the climate stress testing business requirements, writing user stories and technical specifications including test cases and expected results.
• During the solutioning process to ensure solutions and design implemented are fit for purposes, long term and scalable.
• Working with technology for system development in an Agile framework to explain requirements, tracking of backlog and user stories delivery.
• Conduct first level user testing and tracking all known issues, and work with technology to drive resolution within sprint timelines.
• Actively managing the UAT process and timelines, working with end users to explain results and issues resolution towards UAT sign off and go live deployment
• Clearly documenting all steps in the project and testing results. And be able to provide timely update to stakeholders
• Participate and support the coming climate stress testing exercise within the bank, and any other related projects.
Requirements:
• Domain knowledge on regulatory climate stress testing, capital requirements rules on RWA or IFRS9 Expected Credit Loss (ECL)
• Domain knowledge on regulatory models implementation is a strong plus
• Strong experience of project delivery or system implementation
• Keen understanding of application solutioning and system design
• Excellent programming skills in Python, SQL or other advanced languages; experience working with large and complex datasets