Vacature Credit Risk Business Analyst – JM20110906-1
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Functie: Credit Risk Business Analyst – JM20110906-1
Opdrachtomschrijving:
The Credit Risk Business Analyst will be responsible for:
- Prepartion, interpretation, manipulation and evaluation of data related to the evaluation of Credit Risk on Financial and Traded Products in a trading environment
- Prepartion, reconciliation and evaluation of Requirements, Reference Data, Business Processes, Test Cases and Implementation of Target Credit Risk Management Systems for Financial and Traded Products in a trading environment
- Establish new credit risk business processes and initatives inc. co-ordinatation of Key Stakeholders”
“This role is to replace the current Counterparty Credit Risk Business Analyst for the Trading Risk Integration Program. This program focuses on delivering an integrated solution for all Market and Credit Risk applications and processes for ABN AMRO Markets as part of the Fortis and ABN AMRO integration activities
Functie-eisen:
A successful candidate will have the following skills and qualifications:
- Experience in business analysis for: credit risk requirements setting and user acceptance testing of IT and process changes.
- 3+ experience within Credit Risk for traded products/financial markets
- Knowledge of Basel 2, Counterparty Reference Information and applicable modelling, Process and Exposure modelling and applicable mitigation modelling techniques.
- Sungard Adaptiv knowledge with respect to Counterparty Credit Risk
- Full understanding of Financial and Traded Products in a banking environment
Pre:
- Exposure to IT changes in Credit Risk systems
- Experience with Sungard/Adaptiv, Murex and Sophis.
- Knowledge of the ABN AMRO organisation
Education:
Master degree (or higher) in at least one of the following: Maths, Physics, Computer science, Economics, Econometrics.
Education (pre): Financial Risk Manager (GARP, PRIMIA)
Experienced user of: Excel; PowerPoint; MS Projects”
Startdatum:
Zo spoedig mogelijk.
Verwachte duur:
5 maanden, met een optie op verlenging.
Fulltime/Parttime:
Fulltime.
Locatie:
Regio Amsterdam.
