Sr. Business analyst with Basel II/III experience position

Hi,

Since this is an urgent business requirement, I'd appreciate a prompt response on this.

 

Position:  Sr. Business analyst with Basel II/III experience

Duration: 4 months

Location: NYNJ

 

Brief profile requirements:

 1) Conduct Basel II, II.5 and III analysis with relevance to Securitization exposures in Banking Book and Trading Book.

2) Experience in analysis / origination of Asset Backed Securities (ABS) and Asset Backed Commercial Paper (ABCP) conduit facilities backed by multiple asset classes including Collateralized Debt Obligation, Residential and Commercial Mortgages, Commercial Loans and Bonds, Automobile Loans and Leases, Trade Receivables, Credit Cards, Home Equity Loans, Equipment Loans and Leases and Student Loans. 

3) Partner with Business to calculate and estimate RWA for Trading Book Securitization (Cash and Derivatives) proforma numbers.

4) End to end implementation experience of Supervisory Formula Approach (SFA) preferably for all asset classes referred in 2 above.

5) Define Business Requirements for Strategic Solution implementation of RWA Calculations forTrading Book Securitizations.

6) Partner with Business for validation of PD and LGD parameters for the underlying reference assets of Securitization exposures.

 

Required Skills: 

1) Understanding of Basel II rules for Securitization exposures;

2) Understanding of various structured products including Traditional and Synthetic Securitization; CDO's, credit index products, correlation products, re-securitizations, etc.

3) Project management experience, covering business process re-engineering as well as system development with development team;

4) Ability to articulate specific credit risk involved in new, complex transaction;

5) Experience in intensive data analysis with the aid of Spreadsheets and Business Intelligence tools like Hyperion, Cognos, Business Objects, etc.

 

 Let me know the below details as well:

1. Full Name:

2. Current Location:

3. Phone:

4. Email:

5. Visa (Citizen / GC/ TN / H1) --

(If H1, please do give Employer Details and H1 Validity date)

6. Rate per hour on W2 or Corp to Corp:

(We usually prefer W2 or Corp to Corp instead of 1099)

7. Availability:

8. Relocation:

9. Relevant Exp:

10. Best time to schedule an interview with client:

 

Best Regards,

 

Nagesh

Subhashini Software Solutions, Inc.

___________________________

Global Headquarters

100 East Big Beaver

Suite 108, Troy Michigan 48083 USA

313-586-4083 X221 | (e-Fax) 313-557-1649

nagesh@scubeinc.net

www.scubeinc.net  

Gtalk: recruiter.nagesh

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