Credit Risk Business Analyst

Description

The objective of the FI26 PRA Basel 3.1 Implementation project is to ensure that MUFG is compliant with PRA Basel 3.1 regulation by the date the regulation comes into force (i.e. 1st January 2027). The project will implement Full BA-CVA so that the calculation will recognize hedges to a degree. The project will review and, where necessary, implement all required components (dataset, hot fixes, batches, etc) in the vendor's regulatory solution to calculate and report BA-CVA capital for in-scope transactions and counterparties according to Bank of England rules. The Business Analyst (BA) will play a key role in analysing, documenting and verifying as well as testing the BA-CVA calculations provided in a third-party vendor product being implemented at MUFG. The BA will work closely with Finance, Credit risk and IT teams to ensure full verification and testing ahead of implementation

Skills

• basel 3
• credit risk
• Credit Valuations Adjustment calculations
• CVA
• UAT
• BA-CVA
• Moody’s Risk Authority
• RAY
• Risk management
• Risk assessment

Employee Value Proposition

Extension

Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

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