Business Analyst - Credit Risk Domain - Big4

We are hiring for One of the Big 4

Role: AM/Manager

Location: Gurugram

Roles & Responsibilities :

Functional knowledge on the below:

- Basel 3

- Capital Requirements defined under Basel 3

- Credit Risk

- Computation Approaches of Credit Risk RWA

- Standardized and IRB (F-IRB and A-IRB) ; difference among the three

- Terminologies in Credit Risk ; for instance EAD, RWA, PD, LGD, headroom and CCF

- Have supported stakeholders through UAT/Knowledge of Testing

- SQL and comfortable with Analysis in Excel

Preferable:

1. Has worked in APRA regulation in the above specified functional areas

2. Has experience in Moody's Credit Risk Engine (BCRS/ICE/RAy(Risk Authority))

3. Has Agile experience