Beschreibung
Overview of Business Area/Project
IMM is a project in the Private Banks to address the revised Internal Models Method (IMM) under Basel III. Following the crisis, the measurement of counterparty credit risk (CCR) was reinforced within the Basel III framework, in particular the computation of RWAs based on internal model approaches consisting of several components, one of the components being IMM. High Level Impact has been assessed earlier in 2016 and Credit Suisse is now mobilizing a team to implement the required changes across the impacted areas.
Key Responsibilities
- Detailed analysis of impacts of IMM across the SUB and IWM
- Work closely with IT, Credit Risk Officers and Quants as well as Front Office stakeholders to define process changes resulting from IMM
- Drive exchange with SMEs and coordinate project delivery to ensure that the needs of business stakeholders are addressed
- Lead overall project delivery ensuring that all business requirements are documented, reviewed and signed off
- Define requirements for business readiness: updated process & procedures, governance and training
- Identify and raise risk and issues which will impact project timelines and delivery
- Provide guidance and support to other business analysts and collaborate with work stream lead to achieve project delivery
Required Skills/Experience
Essential:
- Degree in business administration, finance and/or quantitative finance
- Strong business analysis skills and previous experience writing business requirements documents
- Previous Credit Risk experience in Private Banking environment
- Experienced user of MS Office toolset, especially Powerpoint and Excel
- Proactive attitude with ability to quickly understand business needs and required next steps to obtain answers to outstanding questions
- Ability to build effective working relationships with a variety of stakeholders and to create a team environment
Desired:
- Previous experience in change management working on regulatory driven projects
- Knowledge about the IT landscape in the STS area (BU5,32)
- Good knowledge of IMM
- Excellent spoken and written English
We look forward to reading your CV.