Description
A major financial insititution is looking for a Credit Risk Analyst who can help them bringing their global model data environment to the next level. From your thorough understanding of Credit (and Market) risk data, you're able to see how the modelling team can be well serviced with high quality data marts to feed the risk models. Your technical and analytical skills enable you to pre-process the data before model development start using it. A successful candidate has proven experience in usage of risk data and querying tools (eg SQL, SAS).
Job description
As a SAS data analyst you will be responsible for:
- documenting the data sets required for modelling in detail and analyse the available data sources for this purpose (where needs the data come from and what filters to apply);
- building prototypes of the data marts that link the data sources with the modelling environment;
- designing data quality checks that serve data quality monitoring;
- supporting the testing process for newly delivered data;
- phasing out ad-hoc solutions for sourcing the model data;
- communication with the stakeholders in the model development and model risk management domains.
Your work environment:
The department is providing reporting, analysis and data quality assurance & governance services to internal and external stakeholders. This team follows an agile way of working in which various squads have been defined. These are high performing, self-steering teams each with their own purpose. You will be part of an international and enthusiastic team. Openness in communication and "can do" mentality are important characteristics of the department.
We are looking for:
- MSc in the field of Computer Science, Finance, Economics and/or Mathematics/Statistics;
- 2-3 years of experience in a data oriented function, experience should cover both data content knowledge and technical knowledge (ie able to build complex SQL queries to filter data);
- Experience with Regulatory Reporting projects such as FINREP/COREP, Basel
- Expertise in the field of risk is a must, expertise in statistical modelling is a pre.
Personal skills:
- Strong analytical skills;
- Critical mind-set with respect to what is delivered;
- Hands on mentality with regard to data;
- Strong communicator;
- Good team player, able to contribute in a multi-cultural team;