Business Analyst - Credit Risk

Perform credit risk analysis, including assessment and interpretation of PD, LGD, and EAD models, and support credit risk mitigation techniques.

Support and analyze securitization transactions, including understanding of their economic models and risk implications.

Ensure compliance and alignment with Basel III and relevant US/European regulations governing securitization and capital adequacy.

Apply strong understanding of IFRS‑9, including fair valuation of assets and business model test.

Work closely with Treasury functions, supporting treasury products, balance sheet management, and funding activities.

Analyze capital market products and manage their end‑to‑end accounting lifecycle.

Participate actively in the SDLC, including:

Requirements gathering and elicitation

Requirement prioritization

Functional documentation (BRD, FRD)

Process documentation (As‑Is / To‑Be)

Navigate complex enterprise systems and data landscapes, assess business materiality, identify data gaps, and apply assumptions to drive actionable business outcomes.

Execute functional testing, UAT, and end‑to‑end integration testing to ensure business requirements are met.

Ensure data accuracy, consistency, and integrity across systems; define and implement data validation and data cleansing rules.

Collaborate with data and technology teams to support enterprise data architecture, including data lakes, data warehouses, and data marts.

Optimize data processing, interpretation, and analysis to support informed decision‑making.

Write and optimize SQL queries for data analysis, reconciliation, and reporting.

Present insights, risks, and recommendations clearly to senior management and stakeholders, across both technical and non‑technical audiences.