Bus Systems Analyst II
Core
Manage data for risk model refinement, validation, and development within a Risk Modeling group to streamline processes and reduce manual intervention.
Role type
Business Systems Analyst (Risk Modeling)
Builds
Risk models, data pipelines, and validation tools for Probability of Default (PD), Usage Given Default (UGD), and Loss Given Default (LGD) estimation.
Domain
Banking / Risk Management / Data Governance
Deliverable
production ML models | dashboards & analysis
Required skills
Business Analysis, SQL, Data Governance, Documentation, Microsoft Office Suite, Database Reporting Tools
Preferred skills
SAS, VBA, Business Objects, Tableau, Crystal Reports, Basel Framework knowledge, Financial Statement Analysis
Technologies
MS-Access, SharePoint, SQL Server, MS-SQL Server
Responsibilities
Manage data extraction and integrity for model development; Design tools to track and analyze feedback for model calibration; Coordinate data submission to vendors; Validate default data and calculate realized losses/exposure; Review QA and audit reports to assess model findings; Improve data collection processes for replicability.
