Societe Generale
Location
Bangalore | India
Job description
- Understanding Credit Risk Metrics : PD, LGD, RWA, ECL etc.
- Should worked on Key regulations like BASEL, IFRS 9, CRR2, CRR3, Large Exposure etc.
- Credit Risk: Calculation , Reporting , Data Management, Modeling
- Key Terms: Credit Risk, Concentration risk, Country risk, Counterparty risk etc.
IT Business Analyst:
- Understating Business requirements (BRD)
- Converting BRD to FSD
- Able to work with developers to implement these requirements in the system
- validate the requirements and get the sign off.
SQL:
- Able to write the basic queries using SQL functions, joins etc.
Testing:
- Should have clear idea of test life cycle
- Good if worked on automated tools.
Agile:
- Able to understand the agile methodology and follow all the agile practices (Grooming, prioritization, planning, demo, etc.)
Able to manage the production (24/7)
Profile required - Candidate should have 3+ years of experience as Credit Risk Business Analyst
- Expertise in Key regulations like BASEL II/III , IFRS9, CRR2
- Effective communication and good interpretation skills
- Should have knowledge on SQL for the data analysis
- Understanding of test life cycle
- Understanding and working on Agile methodology is good to have
- Added advantage if CFA or FRM certified
Job tags
Salary
