Key skills / knowledge:
Has knowledge in Basel Internal Rating-based Approach (IRB) & the Standardized Approach of Credit Risk Weighted Assets (CRWA) and understanding of PD, EAD & LGD.
At least 7 years of experience in Banking/Finance related field, familiar with products offered in banks and the CRWA treatment.
Good command of Excel, Macro programming and SAS. SQL will be an added advantage.
Behaviors:
Proactive & can think out of the box.
Pleasant personality & easily approachable (being approached).
Able to work under tight timeline and under tremendous stress environment.
main responsibilities
Participate in the discussion group on Basel III Credit Risk in identifying the additional relevant fields required for Basel III CRWA computation.
Provide advice in interpreting the Basel III CRWA requirements and how to source the required fields for CRWA computation.
Prepare automation change request with business requirements documentation to bring in additional fields or logic changes to comply with Basel III the Standardized Approach and Internal Rating-based Approach.
Involvement in the user acceptance testing, including designing the test scripts, test scopes and test samples.
Perform credit RWA impact assessment as and when required.
Knowledge on SA-CCR is an added advantage.
Encora is a global digital engineering company built for a new era of AI-powered businesses. Forged in Silicon Valley, we grew up serving digital natives who demanded speed, scale, and flawless experiences. Today, we bring that same DNA to enterprises worldwide, enabling speed and hyper-adaptability, moving them further along their quest to become more composable and agile.
With two decades at the convergence of Cloud, Data, and AI, we help organizations move beyond rigid, legacy models to become composable enterprises, through adaptive systems designed to sense change and reconfigure in real time.
More than 9,500 engineers, designers, and domain experts across the Americas, Europe, India, and Southeast Asia give Encora the ability to combine nearshore agility with global scale. Backed by Advent International and Warburg Pincus, we deliver innovation acceleration and modernization across industries, powered by Encora AIVA™, our orchestration platform for AI-native engineering.
We believe the future won’t be built by humans or machines alone, but by human creativity amplified by limitless machine intelligence. At Encora, that’s how we help our clients build fast and adapt faster.
