Data Analyst, Assistant Vice President
Core
Proactively identify and improve credit risk exposure calculations (PSE, NSE, FS) for OTC and ETD derivatives and securities finance transactions.
Role type
Senior IC data analyst (credit risk)
Builds
Enhanced risk processes and exposure calculations for Risk Management, IT, Finance, and Front Office
Domain
Banking / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit Risk measurements, Exposure calculations, OTC derivatives, Securities Finance Transactions, ETDs, Fixed Income products, Data analysis, Tableau, SQL, Python
Preferred skills
None stated
Technologies
Tableau, SQL, Python
Responsibilities
Perform variance analysis across key risk products and portfolios; Establish reasonability checks for risk and finance attributes; Develop tools for early detection of calculation issues; Collaborate with stakeholders to identify critical data elements; Drive process simplification and automation.
Seniority
Senior, hands-on IC