Business Analyst Credit Risk

Job description

Context

In the Credit Risk Management department, the squad "Credit Risk Data" is responsible for sourcing risk data and managing a significant part of the calculation infrastructure. The squad's objective is to maintain the Risk Infrastructure—specifically data sourcing & dissemination, LGD, EAD, and securitisation—while extending capabilities to meet new needs of the Risk and other departments. This is achieved by leveraging all applications in its portfolio to support various missions of the Risk department.

Current initiatives supported by the squad include:

• CRR3
• Model recalibration & enhancement
• Structural model reviews
• Data quality review & improvement
• Funding: improvement of ALM and funding capabilities
• Accounting projects (further roll-out of the new accounting system, Forbearance, IFRS, etc.)

Missions

• Gather requirements and write business requirements for IT
• Prepare and execute tests, including preparation of GO/NO GO meetings
• Develop queries, reports, dashboards, and other deliverables
• Collaborate with the IT department and project team during the implementation phase
• Work closely with various requestors, primarily from the business side

Tools & Environment

• Medium to expert knowledge of standard MS tools and technologies: Word, Excel, PowerPoint, Access, VBA
• Thorough experience with SQL
• Functional and technical analysis skills
• Programming capabilities
• Testing capabilities
• Preferable experience with SAS

Working Conditions

• Language requirements:
  • Fluent/good speaking and understanding, and basic/good writing in either French or Dutch
  • Fluent writing, good speaking and understanding in English
• Education: Bachelor/Master or equivalent by experience
• At least 3 years of relevant experience
• Experience working in a large company or complex business environment
• Preferable knowledge of credit/credit risk (CRR3, Basel III) and BNPPF environment (business side and/or IT department)

Requirements

1. Fluent/good in speaking & understanding and basic/good in writing for either French or Dutch
2. Fluent in writing, good in speaking & understanding English
3. Bachelor/Master or equivalent by experience
4. At least 3 years of relevant experience
5. Medium to expert knowledge of standard MS tools and technologies: Word / Excel / PowerPoint / Access / VBA
6. Thorough SQL experience
7. Functional / Technical analysis skills
8. Programming capabilities
9. Testing capabilities
10. Experience with SAS (preferable)
11. Experience working in a large company/complex business environment
12. Credit / credit risk knowledge (CRR3, Basel III, …) (preferable)
13. Knowledge of BNPPF environment (business side and/or IT department) (preferable)
14. Team player, project minded
15. Quick self-starter, pro-active attitude
16. Good communication and influencing skills
17. Good analytical and synthesis skills
18. Ability to work in a dynamic and multicultural environment
19. Autonomy, commitment and perseverance
20. Precision – good communication skills in writing – respect of the deadlines – attentive to the quality of the deliverables