Credit Suisse - Lead/Principal Business Analyst - Counterparty Credit Risk

Experience in Change Management, SDLC and BRD, FRD documentation

Sound functional expertise around Counterparty Credit Risk concepts including IMM

Experience in Credit Risk Dashboard Development & Reporting.

Good understanding of limit & exposure reporting, calculations of PE & EPE.

Good understanding of concepts such as PD, LGD, EAD, RWA and Economic Capital.

Sound knowledge of Risk Mitigates such as Netting & Collaterals

Awareness of expectations under different project methodology (Agile & Waterfall)

Exposure to Regulatory Projects such as BCBS 239 & IMM

Coordinate between various stakeholders for UAT & Signoffs

CFA & FRM is preferred

Knowledge of SQL is preferred