Sr Business Analyst

Sr Business Analyst

London,United Kingdom

Contract

Skills

ALM

Business Analyst

Credit Risk 

Mandatory skills: SQL, Cucumber Gherkin, ALM, MS Office, Python 3.0, Jira, Jama, Confluence, Sharepoint, Microstrategy, SAP Business Object, DQIM

Domain – Credit Risk Management (understanding of Regulatory Capital Adequacy under Basel 2, 3, Fed Reserve SR letters, CRD, BCBS239 covering ACS and Internal Stress Testing, Securitisations and OTCs exposures NMR, Market and CCR treated under SACCR, VaR, sVaR, RWA, CVA, FRTB, Wholesale metrics, VaR models, Risk Engine, Trade workflow, mapping, CCR, MR Regulatory reporting, PnL)