Description
My Client a large Investment Bank are looking for a Credit Risk Business Analyst/Modeler to join their team based in Amsterdam. The successful candidate MUST have Credit Risk & Modeling experience working in the banking/financial sector.
Job Requirements
- Technical Skills/Hard skills
- Programming skills particularly reading and understanding of Oracle/SAS code is a plus.
- Converting modelling requirements into functional specifications waterproof
- Control of technical analysts and programmers using code
- Must understand exactly what modelling will receive in terms of structured datasets
- Before the final data set is complete, the business analyst this table have exactly the screen (build and send it to the final result).
- Various data in terms of levels of PD, EAD and LGD requirements
- Is able to define substantive solutions taking into account the impact on data quality and set requirements.
- Be able based on the data sets to perform initial data checks and propose solutions
- Be able to form an absolute opinion about the quality of the data and how it can be used for modelling purposes
- Practical experience in building a "modelling" data set based on source tables is required.
- Being able to analyze large amounts of complex data.
- MS Excel and MS Access are inappropriate tools for the above exercise.
Skills/Experience Required:
- Knowledge/experience with SAS, Oracle/SQL (MS Access is limited).
- Source Analysis in a Datawarehouse environment.
- Ability to analyze large amounts of complex data across different IT systems.
- Thorough knowledge of credit risk models (PD, EAD and LGD models).
- Thorough knowledge of credit risk models (PD, EAD and LGD models)
- Understand the content of the data requirements modellers are
- Distinguish between key variables and "nice-to-have" variables.
- Good knowledge of credit and the process of lending is required.
- Understanding that outstanding amounts, limits, facility types, facilities and impairments key input variables for the EAD and LGD models
- Good knowledge of accounting is required.
- Understanding the Balance Sheet, Profit & Loss and financial data radios serve as input for the PD models
If interested in this role please contact me.