Search by job, company or skills

Business Analyst IFRS9 & ALM (EPM / Finance Transformation)

Early Applicant
  • Posted 8 hours ago
  • Be among the first 10 applicants

Job Description

  • Work with Finance, Risk, Treasury, and Business stakeholders to gather requirements related to:
    • IFRS9 impairment and Expected Credit Loss (ECL) calculations
    • Asset & Liability Management (ALM)
    • Funds Transfer Pricing (FTP)
    • Liquidity and Balance Sheet Management
    • Financial forecasting and management reporting
  • Conduct requirement gathering workshops, process analysis, and gap assessments
  • Translate business requirements into BRDs, FRDs, user stories, functional specifications, and acceptance criteria
  • Support implementation and enhancement of IFRS9, ALM, FTP, and Finance transformation platforms
  • Define and validate business rules for:
    • ECL calculations
    • PD, LGD, EAD models
    • Staging assessment
    • Overlay calculations
    • Scenario analysis and stress testing
  • Support ALM processes including:
    • Interest Rate Risk in Banking Book (IRRBB)
    • Liquidity risk management
    • Gap analysis
    • Behavioral modelling
    • Balance sheet forecasting
  • Work closely with technical teams on data mapping, source-to-target mapping, and integration requirements
  • Perform financial and risk data validation, reconciliation, and issue analysis
  • Prepare test scenarios and coordinate SIT, UAT, defect management, and production validation
  • Support month-end, quarter-end, and regulatory reporting processes
  • Facilitate workshops, user training sessions, and stakeholder demonstrations
  • Identify opportunities for automation and process improvements across Finance, Risk, and Treasury functions

Requirements

  • 5-10 years of experience as a Business Analyst, Functional Consultant, or Finance/Risk Systems Analyst
  • Strong domain expertise in:
    • IFRS9
    • Expected Credit Loss (ECL)
    • Asset & Liability Management (ALM)
    • Funds Transfer Pricing (FTP)
    • Liquidity Management
    • Balance Sheet Management
  • Experience with Finance/Risk/EPM platforms such as:
    • Oracle EPM / Hyperion
    • SAP BPC
    • Anaplan
    • Moody's IFRS9
    • SAS IFRS9
    • QRM / QRM ALM
    • Murex
    • Similar Finance and Risk solutions
  • Strong experience in requirement gathering and functional documentation
  • Good understanding of financial and risk data models, hierarchies, and chart of accounts
  • Hands-on experience with:
    • Data mapping
    • Reconciliation
    • Data quality validation
    • System integration
  • Good knowledge of SQL for data analysis, validation, and reconciliation
  • Experience in UAT, SIT, test case preparation, and defect management
  • Strong stakeholder management and communication skills
  • Experience working in Agile / Scrum environments

More Info

Job Type:
Industry:
Function:
Employment Type:

Job ID: 152472115

Beware of Scammers

We don’t charge money for job offers