Business Analyst - Credit Risk

Job title : Credit Risk - Business Analyst

Location : Pune, India

Experience : 5+ years

Job Duties :

- BAs will be responsible for risk modelling of different asset classes, products and loan types with respect to credit risks using various quantitative methods/models

- BAs will have to develop and implement statistical risk concepts into the risk steering landscape

- BAs will be required to build models to measure credit risk on an obligor and portfolio level

- BAs will have to perform analysis of historical data to estimate credit risk model and parameters for regulatory and internal risk measurement purposes

- BAs will also be involved in the implementation and maintenance of methods and models within existing and new risk systems

- BAs will provide support in the preparation of regular risk reporting to several regulators, senior management and further risk committees.

- BAs will work on credit risk projects in areas related to CRD IV and Basel III implementation, Credit risk calculations under BCBS programs, Credit risk methodology changes, Internal Credit Model upgrades, Back testing, Counterparty credit risk exposure calculations

- BAs will be required to prepare Business Requirement Documents, Functional Requirement Documents, defining testing approach, writing and execution of scripts as part of Functional Testing

- BAs will also work with the IT teams to convert these into technical specifications for implementation of the services as well as getting involved in the System and User testing

Other responsibilities involve :

- Working closely with other work-stream BAs as well as the Architecture team to share knowledge and standardize processes

- Identifying and escalating design issues and risks

Qualification : Post graduate degree/diploma from a reputed institute; FRM/ PRM will be a plus

About CRISIL GR&A : CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity firms and asset management firms. CRISIL GR&A operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity and fixed income research (covering global economies, 150 global sectors and over 3000 global companies), credit analysis, exotic derivatives valuation, structured finance, risk modeling and management, actuarial analysis and business intelligence.

CRISIL GR&A includes Irevna, Pipal Research and Coalition, firms which were acquired by CRISIL. For more information, please visit www.irevna.com, www.pipalresearch.com and www.coalition.com