At Finance Change, we
work across the entire CFO division to ensure that we execute the strategic
design and implementation of any major changes to our processes and systems. In
partnership with our key business partners, we work to create cutting-edge
business solutions using our deep functional expertise. We seek to deliver
strategic and pivotal initiatives using leading project management and business
analysis as we pursue our goal of protecting and improving shareholder value
through optimizing the use of our financial resources.
This role will
require working as part of the SA-CCR project team. The Basel Committee on
Banking Supervision (BCBS) in March 2014 published its final standard on the
standardized approach for measuring counterparty credit risk exposures
associated with OTC derivatives, exchange-traded derivatives, and long
settlement transactions. This new standardized approach (referred to as SA-CCR
in the rest of this document) replaces the existing two non-modelled approaches
i.e., Current Exposure Method (CEM) and the Standardized Method (SM) in the
capital adequacy framework with effect from January 1, 2020.
Credit Suisse is
required to move all Exposure at Default (EAD) calculations currently being
calculated on CEM methodology – either as a fallback calculator to the modelled
methodologies (IMM/S-EPE) or as a full-volume non-modelled calculator for
non-IMM entities – to the new SA-CCR methodology with effect from January 1,
2020 in compliance of the above mentioned BCBS standard. The SA-CCR calculator
is also expected to be used for full-volume EAD calculations even for IMM
entities as an exposure input in other regulatory frameworks like S-CVA,
Capital Floors, Large Exposures, Leverage Ratio etc.
You will work in a
global team across multiple locations and time therefore will need to balance
the ability to work independently alongside co-ordination with the rest of the
team. You will be required to challenge the business to push the boundaries of
their current approach in order to drive improvement
Key Responsibilities

  • Opportunity to
    work as a regulatory reporting Business Analyst.
  • Extensive
    interactions with Business and IT would be required to ensure business
    requirements are understood and design approaches are agreed with
    consensus.
  • Extensive
    analytical work will also be required to support the business requirements
    and define design concepts
  • Assist Project
    Managers and Project Leads to drive the project plan and related
    activities such as chair governance forums to prioritise the book of work
  • Responsible for
    maintaining requirement traceability matrix and follow up with IT on
    closure of any open points
  • Prepare and
    maintain the Issue tracker and RAID logs associated with the project
    stream
  • Responsible for
    gathering of business requirements, documentation of the business
    requirements including putting forward recommendations for solutions,
    where required
  • Preparation of
    functional specifications and use cases for the delivery of the business
    requirements
  • Preparation of
    test plans, test cases, co-ordinating with users and IT during the testing
    phase
  • Execution of
    specific test cases
  • Preparation of
    the documentation and steps for deployment, including user training where
    required
  • Drive business
    user trainings and project related activities for successful completion of
    the project


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