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Credit Risk Stress Testing
2 semanas atrás
We're looking for a
Credit Risk Stress Testing (Lisboa/Porto)
Who We're Looking For:
We are looking for an experienced
Business Analyst / Functional Expert
to join the
Risk Stress Team
, responsible for implementing and maintaining stress test calculation engines for
Credit Risk, Internal Capital, and IFRS9 Provisions
.
Professional Experience & Technical Skills:
- Analyze and translate business needs into functional specifications and test cases within an Agile environment
- Collaborate closely with business stakeholders and development teams
- Participate in producing official stress test results and provide functional support to end users
- Contribute to continuous improvement of engines, ensuring maintainability and scalability
- Develop a transversal understanding of risk products and processes
Technical and Soft Skills
- Bachelor's degree in Mathematics, IT, or Computer Science
- 3–4 years of experience as Business Analyst / Functional Expert in Credit Risk, IFRS9, Basel, or Stress Testing
- Proficiency in
SQL
and
Python
(mandatory) - Knowledge of
PySpark
and
Dataiku
is a plus - Familiarity with
Agile methodologies
is a plus - Previous banking experience is an advantage
Language Requirement
- English –
B2
Work Setup
- Hybrid work setup