Business Analyst for Credit Risk Stress Testing

ITTF FRS is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK, and IT backgrounds, with a strong focus on efficiency, proximity, agility, and time-to-market.

It is a new worldwide organizational model that contributes to tackle major challenges of Group’s transformation of today and tomorrow, building the best offer for Finance and RISK community through a progressive rotation towards new technologies and best practices.

ITTF FRS is a unique organization, part of IT Group yet actively managed through an innovative partnership with Finance and RISK.

Risk Dedicated Solutions is in charge of delivering dedicated solutions for RISK reporting streams and supporting RISK missions and transformation.

RDS 06 - Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and IFRS9 provisions.

Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, EBA stress tests, etc.) and internal developments.

The systems involved aim to:

• Provide the calculation of risk parameters;
• Provide metrics for regulatory purposes: provisions, cost of risk, capital and RWA;
• Ensure the generation of macro-scenarios;
• Perform data quality processes;
• Allow users to monitor their own stress test use cases autonomously, by using a dedicated user interface.

In Portugal (Lisbon & Oporto), the team will be in charge of both production and support to end users.

The team will also be part of the definition, specification, and testing regarding new evolutions of the engines and the UI, accordingly.

Main Tasks and Responsibilities:

• Understand and analyze the needs expressed by the business teams, specifying, and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints, in an Agile organization;
• Work in close collaboration with the various stakeholders and, in particular, the business contacts and the team's developers;
• Participate in the process of producing official stress test results and provide functional support;
• Be a force for proposals with a view to continuous improvement, in order to guarantee the operation of the engines, their maintainability and their scalability;
• Acquire a transversal vision of the products / processes within its perimeter of responsibility.

Qualifications

Technical skills:

• Bachelor’s degree in Mathematics, Information Technology or Computer Science;
• Relevant professional experience as a business analyst / functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests is mandatory (3 - 4 years);
• Previous banking experience is a plus;
• Proficiency in SQL is mandatory;
• Proficiency in Python is mandatory;
• Knowledge of PySpark is a plus;
• Knowledge of Dataiku is a plus;
• Knowledge of Agile methodology is a plus.

Language Skills:

• Proficiency in English (C1) is mandatory;
• Proficiency in French is a plus.

Soft Skills:

• Teamwork;
• Client focused;
• Rigor and precision;
• Excellent attention to details;
• Strong analytical mind, problem solving, planning and organizational skills;
• Results oriented;
• Ability to manage a project;
• Strong interpersonal communication (spoken and written) and ability to report (simplify complex information in a clearly organized and visually interesting manner, adapting it to the different stakeholders);
• Pro-active attitude with ability to work in a fast changing and demanding environment;
• At ease with multi-tasking.

About the Company

Inetum is a global leader in IT services, dedicated to providing innovative solutions to our clients. We are committed to fostering a dynamic, inclusive workplace that values diversity, where creativity and collaboration thrive. We operate in 19 countries with more than 28,000 employees worldwide.

If you are looking for a dynamic, innovative, and technology-driven company, Inetum is the place for you! Come be Inetum!