Credit Risk Analyst for a leading Big 4
BA in Banking domain
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 & Credit Risk Engine (BCRS/ICE/RAy(Risk Authority))
3. Has Agile experience
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