Description
Procura have been engaged by a leading financial services organisation to assist in their search for an experienced Credit Business Analyst with extensive wholesale credit risk systems and/or SII economic capital model calculation systems knowledge.They will be required to work closely with the Market & Credit Risk Department, Investments team, SII team, Finance FMD, Procurement and other regulated entities. They will be part of a team responsible for developing an investment asset database with credit risk exposure monitoring and reporting capabilities, SII capital model calculation capabilities and SII Pillar 3 reporting functionality
Business Knowledge Required:
Previous experience of credit risk management systems development in a wholesale financial markets environment
Previous experience of working on the development of a capital models calculation systems either BII or SII.
Market and reference data sourcing experience in relation to financial markets products including Fixed Income securities and equities
Extensive knowledge and understanding of wholesale OTC financial markets products
Good knowledge of credit risk exposure measurement methodologies
Tasks likely to include but not limited to:
Interpreting credit and capital business requirements for the other stakeholders
Contribute to defining the data requirements for the credit exposure monitoring and internal capital model capital calculations
Assisting with the production of the RFP,
Participate in the vendor selection process and assessment
Play a significant role in the implementation of the new system, for example user acceptance testing including drawing up a testing schedule for the new system, initial training of users on the system, report specification reporting and writing user manuals.
This person needs to be proactive, self-starter with belief in his own ability. You will need to be a catalyst within this project and be responsible for co-ordinating the tasks and timescales.
If this role is of interest, email
Simon McFarland