Business Analyst IFRS9 & ALM (EPM / Finance Transformation)

• Work with Finance, Risk, Treasury, and Business stakeholders to gather requirements related to:
• IFRS9 impairment and Expected Credit Loss (ECL) calculations
• Asset & Liability Management (ALM)
• Funds Transfer Pricing (FTP)
• Liquidity and Balance Sheet Management
• Financial forecasting and management reporting
• Conduct requirement gathering workshops, process analysis, and gap assessments.
• Translate business requirements into BRDs, FRDs, user stories, functional specifications, and acceptance criteria.
• Support implementation and enhancement of IFRS9, ALM, FTP, and Finance transformation platforms.
• Define and validate business rules for:
• ECL calculations
• PD, LGD, EAD models
• Staging assessment
• Overlay calculations
• Scenario analysis and stress testing
• Support ALM processes including:
• Interest Rate Risk in Banking Book (IRRBB)
• Liquidity risk management
• Gap analysis
• Behavioral modelling
• Balance sheet forecasting
• Work closely with technical teams on data mapping, source-to-target mapping, and integration requirements.
• Perform financial and risk data validation, reconciliation, and issue analysis.
• Prepare test scenarios and coordinate SIT, UAT, defect management, and production validation.
• Support month-end, quarter-end, and regulatory reporting processes.
• Facilitate workshops, user training sessions, and stakeholder demonstrations.
• Identify opportunities for automation and process improvements across Finance, Risk, and Treasury functions.

Requirements

• 5–10 years of experience as a Business Analyst, Functional Consultant, or Finance/Risk Systems Analyst.
• Strong domain expertise in:
• IFRS9
• Expected Credit Loss (ECL)
• Asset & Liability Management (ALM)
• Funds Transfer Pricing (FTP)
• Liquidity Management
• Balance Sheet Management
• Experience with Finance/Risk/EPM platforms such as:
• Oracle EPM / Hyperion
• SAP BPC
• Anaplan
• Moody’s IFRS9
• SAS IFRS9
• QRM / QRM ALM
• Murex
• Similar Finance and Risk solutions
• Strong experience in requirement gathering and functional documentation.
• Good understanding of financial and risk data models, hierarchies, and chart of accounts.
• Hands-on experience with:
• Data mapping
• Reconciliation
• Data quality validation
• System integration
• Good knowledge of SQL for data analysis, validation, and reconciliation.
• Experience in UAT, SIT, test case preparation, and defect management.
• Strong stakeholder management and communication skills.
• Experience working in Agile / Scrum environments.