Business Analyst for work with model validation and model risk in the bank. Participation in the redesign of the validation process, automation of reporting, and implementation of AI.
Responsibilities:
- Collection and documentation of business requirements from validators, risk managers, and model owners for process redesign
- Formalization of the AS IS and TO BE process, drawing block diagrams
- Data quality assessment from decision-making systems and DWH marts
- Support for model validation, maintenance of the model registry, organization of a unified space for storing validation protocols
- Automation of reporting, description of business requirements for model risk control dashboards
- Participation in the approval of changes to the model risk management methodology and model lifecycle
- Participation in the design of the target validation process using artificial intelligence
Requirements:
- At least 3 years of business analysis experience in banking risks (not lower than middle level)
- Understanding of the model lifecycle
- Knowledge of PD (Probability of Default), LGD (Loss Given Default), EAD (Exposure at Default)
- Proficiency in SQL for complex queries for DWH data analysis
- Knowledge of regulatory requirements: Bank of Russia Regulation No. 716-P, Basel III, IFRS
- Experience in writing user stories, use cases, BRD, technical specifications, data flow diagrams (UML, BPMN notation)
- Experience in redesigning existing processes, as well as designing new ones
Conditions:
- Stable and transparent income: salary amount is discussed upon completion of the interview
- Possibility of a hybrid work schedule
- Career growth: you will understand what needs to be done to move to the next level
- Sense of camaraderie: we have a friendly atmosphere and a team of top professionals who are ready to share their expertise with you
- Care for your health: voluntary medical insurance program, which includes dentistry and service at the best clinics in the city, discounts on fitness club memberships, informal sports communities
- Opportunities for diverse leisure activities: discounts on services from travel agencies, food products, in restaurants and bars, in shops and beauty salons
Skills:
- SQL
- DWH
- UML
- BPMN
- PD
- LGD
- EAD
- Basel III
- IFRS
- 716-P
