Application Designer Basel 3

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Functional Competency

  1. In depth understanding of Basel 3 concepts, specific to Credit Risk Management covering Banking & Trading Book products &Securitized products

  1. In depth understanding of Advanced Internal Rating Based approach (AIRB) & Standardized approach to calculate Risk Weighted Assets (RWA) as per the Basel 3 guidelines

  1. Specific understanding on RWA calculation for Non Retail asssets, involving complex credit facility structures and allocation of Credit Risk Mitigants, Provision/Writeoff amounts, as applicable to the corresponding facility structure

  1. Specific understanding on RWA calculation for Retail assets and corresponding pooling concepts

  1. Specific understanding on COREP reporting framework

  1. Ability to do functional regression analysis of the test results from high volume test data

Product Knowledge

  1. Hands on experience in Moody’s RAY Web Client Tool, specifically in Credit Risk Module

  1. In depth understanding of Configuration parameters available in RAY to set required Calculation parameters as per the Business Requirement.

  1. Exposure to Consolidation parameters configuration to achieve Large Exposure reporting & Intercompany exposure calculations

  1. Understanding of Large exposure module of RAY

  1. In depth understanding of internal RAY table structures and their functional relationship

  1. Ability to interpret and resolve data validation errors and corresponding error codes , during RAY data validation phase

Technical Competency

  1. Good understanding of SQL quering, PL/SQL - Procedure & Package syntaxes

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