Risk Modelling Data Expert
Core
Design, build, and maintain modelling datasets on Azure to support risk model development, monitoring, and validation for a merged leasing entity.
Role type
Senior IC Risk Modelling Data Expert
Builds
Production risk modelling datasets and data pipelines on Azure
Domain
Financial Services / Risk Modelling / Data Engineering
Deliverable
production ML models
Required skills
SQL, Python (production), Databricks, Azure Data Factory, Data Warehousing, Data Modelling (Kimball, Data Vault), Data Quality Frameworks
Preferred skills
Azure environment experience, Enterprise risk level dataset building
Technologies
Microsoft Azure, Databricks, Azure Data Factory, Azure DevOps
Responsibilities
Prepare structured, auditable data for model development and validation; Liaise with IT for data acquisition from internal and external sources; Execute periodic risk model monitoring tests; Analyse data for anomalies, trends, and root cause analysis; Contribute to designing the new Risk data landscape in Azure; Maintain thorough documentation for data preparation and analysis.
Seniority
Senior, hands-on IC