About The Role:
Key role as a business analyst on Portfolio Analytics and Regulatory Climate Stress Testing within Risk Management Group.
Job Responsibilities:
· Understand the climate stress testing business requirements, writing user stories and technical specifications including test cases and expected results.
· During the solutioning process to ensure solutions and design implemented are fit for purposes, long term and scalable.
· Working with technology for system development in an Agile framework to explain requirements, tracking of backlog and user stories delivery.
· Conduct first level user testing and tracking all known issues, and work with technology to drive resolution within sprint timelines.
· Actively managing the UAT process and timelines, working with end users to explain results and issues resolution towards UAT sign off and go live deployment
· Clearly documenting all steps in the project and testing results. And be able to provide timely update to stakeholders
· Participate and support the coming climate stress testing exercise within the bank, and any other related projects.
Requirements:
· Domain knowledge on regulatory climate stress testing, capital requirements rules on RWA or IFRS9 Expected Credit Loss (ECL)
· Domain knowledge on regulatory models implementation is a strong plus
· Strong experience of project delivery or system implementation
· Keen understanding of application solutioning and system design
· Excellent programming skills in Python, SQL or other advanced languages; experience working with large and complex datasets
· Prefer candidate with experience working with large and complex datasets, and well versed with Python programming language
