BA Credit Risk

As a Business Analyst, you will be responsible for understanding the business, customers, and strategic goals of the company, as well as how the teams operate in order to support the realization of desired outcomes. You will work closely with both the business and feature teams to ensure that the vision and requirements are transparent. - Work across teams and stakeholders to capture, validate, and document business and system requirements in alignment with key strategic principles. - Interact with customers, key stakeholders, and the team to obtain and document functional and non-functional needs. - Analyze business requirements and technical specifications to develop them into small, testable, and releasable elements. - Assist in creating and executing test scenarios and test scripts. - Identify and support cut-over and implementation tasks. - Facilitate UAT and support platform and feature teams in executing UAT. To excel in this role, you will need an appropriate business analyst certification and a good understanding of Agile values, principles, and methodologies, with experience working in an Agile environment. Specific knowledge areas required include: - Counterparty Credit Risk - VaR - PFE - EPE - Financial Accounting - RWA management - Models for factor and sensitivity-based risk calculators - Monte Carlo risk calculators - CVA, XVA concepts - Regulatory rules such as BCBS, Collateral, and Margin Virtusa is an organization that values teamwork, quality of life, and professional and personal development. By joining Virtusa, you become part of a global team of 27,000 professionals who are committed to supporting your growth. You will have the opportunity to work on exciting projects, utilize state-of-the-art technologies, and collaborate with diverse minds to nurture new ideas and achieve excellence.,