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Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
Job Responsibilities:
- Elicitation, analysis, modeling and validation of data requirements and functional business requirements, conditions and priorities within a strategic application development project in the Credit Risk Domain of Credit Suisse Private Banking covering the data feeds for multiple applications from different divisions in order to enable:
o consistent stress testing calculation (Loan-to-value calculation, exposure calculation for derivatives, concentration risk calculation and transaction risk calculation).
o calculation of expected and unexpected credit losses.
o calculation of impairment provisions.
- Effort estimations and efficient planning of Requirements Engineering related tasks.
- Production and obtaining sign-off of requirements engineering deliverables (Interfaces Specifications, Use Cases, Use Case Model, Domain Object Model, Business Rule Specifications, Screen Specifications, Non Functional Requirements Specifications) on time and with high quality.
- Supporting key stakeholders in the Business, development, quality assurance and architecture teams with the aim to complete the project and deliver the product.
- Providing subject matter expertise and resolving issues that come up during the implementation and testing phases.
- Providing user training and support.
Essentials Skills and Qualifications:
4-6 or more years of experience in requirements engineering in IT projects with a special focus risk calculations/calculation engines.
Credit and credit risk domain specific education and/or experience (i.e. credit risk metrics and regulations)
- Outstanding communication skills.
- First-class analytical and problem solving skills.
- Ability to work independently and to take end-to-end responsibility for assigned tasks.
- Ability to effectively collaborate in a distributed team.
- Understanding of financial markets & instruments, Basel regulations, credit and market risk.
- Credit risk calculation knowledge is a must
- Advanced knowledge of SQL, UML (structural and behavioral diagrams) is a must.
- Fluent written and spoken English.
Desired Skills and Qualifications:
- Credit and credit risk domain specific education and experience (i.e. credit risk metrics and regulations)
- Experience in international projects
- Business analysis education or competency proven by a certificate (eg. CBAP).
- Some development skills (i.e. Java preferred)
The Credit Risk PB Calculations Wroclaw team is managing applications and projects, which enable the bank's Front Office and Credit Specialist users to calculate Probability of Default (PD), Loss Given Default (LGD) and Expected Loss (EL) parameters for the whole credit portfolio.
The main projects where Requirements Engineering team is engaged are:
- Impairment - the aim of the project is to deliver Impairment calculations to CRO business
- Wealth Management & Corporates Loan Stress Testing Calculation Engine (WMC LST) - application for performing calculations based on stress scenarios defined by business users
Above applications rely on the availability of the detailed, complete and correct client, credit, collateral and asset data sets from all Private Banking units of Credit Suisse across the globe.
The main focus of the project, for which we are looking for a new Business Analyst (BA) is developing the Impairment application.
The team: The Credit Risk PB IT Wroclaw team consists of 9 Business Analysts (BAs) who are engaged in many international projects, mainly regulatory driven ones.
Technologies used: UML, SQL
Opportunities: The BA team in Wroclaw consists of highly motivated and skilled BA's from all around the globe, who are willing and able to work with large and complex data sets and complex calculation algorithms.
We offer the opportunity to work in large, global and complex IT projects, which span across several years with budgets of several millions of CHF per project per year in a thriving city of Wroclaw with rich cultural and social life. This is a unique combination, which cannot be found easily elsewhere.
