We are looking for a IT Business Analyst IRRBB with strong experience in Banking Risk, Regulatory Reporting, and Data Analysis. The role involves supporting Liquidity Risk, Credit Risk, IRRBB, and Capital Adequacy reporting, working closely with business, risk, and technology teams to ensure regulatory compliance and accurate reporting
Analyze and document business requirements related to Liquidity Risk (LCR, NSFR), Credit Risk, and Interest Rate Risk (IRRBB)
Support regulatory reporting including Capital Adequacy Ratio (CAR) and credit risk outcomes
Work with data models including instrument tables, intermediate tables, collateral tables, and facility link tables for risk aggregation
Understand and support Repo and LCR-eligible transactions
Assist in model validation activities for wholesale banking portfolios
Interpret and implement regulatory guidelines from RBI, FED, ECB, HKMA, SAMA, and FSB
Monitor DA using SQL / PL-SQL and validate risk calculations
Coordinate with technology teams for system enhancements and data integration
Prepare functional specifications, test cases, and support UAT
Requirements
Strong domain knowledge in Banking Risk & Regulatory Reporting
Hands-on experience with Liquidity Risk, Credit Risk, and IRRBB concepts
Good understanding of Standardized and Advanced (IRB) Credit Risk approaches
Proficient in SQL with working knowledge of PL/SQL
Experience with risk data aggregation and reporting
Familiarity with Moody's risk products or similar platforms
