Within the Risk & Credits tribe, the Risk Cluster is responsible for setting up and maintaining the risk data and calculation infrastructure at BNP Paribas Fortis. Several key projects are currently underway:
• Sarissa — evolutions on the central risk calculator: new scoring/decision models, CRR3 parameter implementation
• CRR3 — regulatory capital management compliance
• FIDA — data infrastructure improvement
The overall objective is to consolidate risk calculations into a single calculator to improve model implementation, integration and cost efficiency.
• Enable a business process monitoring framework, initially focused on batch processing
• Translate business requirements from the Risk department into detailed functional and technical specifications
• Perform functional analysis: translate business needs into system requirements
• Perform technical analysis: translate business requirements into pseudo-code
• Develop SQL queries (Sybase IQ) as part of report development
• Use SQL queries (SQL Server, Oracle) for testing and analysis purposes
• Document data transformation (ETL) rules
• Support developers in translating business/functional requirements into C#
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