7 days old

Business Analyst - Credit Risk Exposure Processing - Pune - C11 (R22010208)

The Business Analytics Int Analyst is a developing professional role. Deals with most problems independently and has some latitude to solve complex problems. Integrates in-depth specialty area knowledge with a solid understanding of industry standards and practices. Good understanding of how the team and area integrate with others in accomplishing the objectives of the sub function/ job family. Applies analytical thinking and knowledge of data analysis tools and methodologies. Requires attention to detail when making judgments and recommendations based on the analysis of factual information. Typically deals with variable issues with potentially broader business impact. Applies professional judgment when interpreting data and results. Breaks down information in a systematic and communicable manner. Developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information. Moderate but direct impact through close contact with the businesses' core activities. Quality and timeliness of service provided will affect the effectiveness of own team and other closely related teams.


+ Understand, analyze and explain counterparty mark-to-future exposures on derivative books to regional users.

+ Dwell deep into the Potential Future Exposure/EPE/EAD/RWA calculation methodologies for Credit risk/BASEL 3 and be able to verify, cross check the exposure profiles generated by the systems.

+ Where feasible develop excel prototypes to generate exposure profiles for basic products

+ Ability to trace the changes in day to day exposures to changes in markets, books and or agreements

+ Work closely with developers to improve/refactor code base and ensure agreed changes are manifested correctly by looking analyzing post release exposure numbers

+ Conduct meeting with clients and key stakeholders to gather requirements, analyze, finalize and receive formal sign-offs from approvers.

+ Translate requirements into Business Requirement Document [BRD], Functional Requirement Document [FRD] and/or Minor Development Document [MDD].

+ Facilitate and drive project meetings with both business and technology teams.

+ Develop and review test scripts with business users as well as technology team. Execute test scripts for System Integration Test (SIT) and User Acceptance Test (UAT).

+ Co-ordinate and/or conduct the Production Acceptance Testing (PAT) with the business users.

+ Creates flow diagrams, structure charts, and other types of system or process representations.

+ Manage changes to requirements and baseline through a change control process.


+ 4-6 years relevant experience

+ Knowledge Of Financial Products

+ Credit risk methodologies

+ Basel Risk Calculations

+ Advanced process management skills, organized and detail oriented

+ Curious about learning and developing new skillsets

+ Positive outlook with a can-do mindset

+ SDLC Aware & co-ordination and working with remote teams

+ Knowledge of quality issues in software development

**Preferred Skills:**

+ Financial Risk Management

+ Credit Risk Calculation for Daily Risk Management

+ Knowledge of Security Finance Transaction (SFT) & Derivative products

+ Working knowledge of various OTC Derivative products such as Options, Forwards, Futures and Swaps and their documentation, life cycle and risk characteristics.

+ Excellent verbal and written communication skills

+ Understanding of Basel II and/or 3 regulations.

+ Exposure to Use cases, QA and UAT of projects.

+ Deep working experience of flow charting, Visio, MS-Office applications, Excel, VBA


+ BE, ME, M Tech, B Tech, MBA

+ FRM/CFA is preferred, Degree in financial mathematics, quantitative finance is ideal


**Job Family Group:**

Decision Management


**Job Family:**

Business Analysis


**Time Type:**

Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


Posted: 2022-05-13 Expires: 2022-06-12

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