The role of a Credit Risk Analyst is multifaceted, requiring a combination of technical skills, analytical thinking, and effective communication. The successful candidate will be responsible for conducting quality controls on data introduced into risk management systems, performing adjustments as necessary, and reconciling with accounting departments.
Key Responsibilities
* Conduct quality checks on data used in various applications;
* Implement adjustments according to specific procedures and collaborate with stakeholders;
* Reconcile production timelines with accounting teams;
* Calculate Credit Risk Weighted Assets (RWA) based on Basel III standards, influencing capital adequacy ratios;
* Determine Expected Credit Losses (ECL) according to IRFS9 guidelines;
* Analyze data quality and RWA/ECL performance internally;
* Simulate RWA and ECL metrics;
* Serve as an expert on RWA and ECL matters within the organization, collaborating with the Risk Management department;
* Evaluate if computational processes meet deadlines;
* Coordinate task planning among team members and share calendars with stakeholders;
* Prioritize quarterly objectives and address concerns through close collaboration with data owners, IT teams, and stakeholders;
* Maintain data quality during fast-close operations, addressing issues promptly and implementing corrective actions;
* Analyze and explain quarterly RWA and ECL variations;
* Advise on ECL and RWA calculations throughout the organization;
* Enhance IT control frameworks continually;
* Understand data transformation flows;
* Participate actively in testing initiatives;
* Provide RWA and ECL simulations for all business lines;
* Conduct ad-hoc analyses;
Requirements
1. A minimum of five years of higher education or a master's degree in Finance or Business Administration;
2. A minimum of three years of experience in Risk Management, Finance, or Audit;
3. Knowledge of CRR2 and/or IFRS 9 regulations;
4. A strong interest in coding and data manipulation using software tools;
5. Familiarity with Moody's Risk Authority tool, DataIku, Python, and SQL;
6. Excellent communication and interpersonal skills;
7. A collaborative mindset, working closely with colleagues;
8. A willingness to learn, share knowledge, and take ownership of tasks;
9. Problem-solving skills;
10. A positive attitude and constructive approach;
11. Effective time management and prioritization skills;
12. Fluency in English language.