Data Quality Specialist – Risk Models
Core
Coordinate data collection, analysis, and quality control for credit risk model development and recalibration, ensuring data completeness, consistency, and accuracy for PD, LGD, and EAD parameter estimation.
Role type
Data Quality Specialist (Risk Models)
Builds
Credit risk models and AI-based models
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Data Quality, Data Management, Data Governance, SQL, SAS, Python, Anomaly Detection, Regulatory Compliance (CRR III), AIRB Framework
Preferred skills
Generative AI, Large Language Models (LLM), Data Visualization, Methodological Documentation
Responsibilities
Design and execute data quality controls, analyze data anomalies and define corrective actions, collaborate with IT to define data quality rules, prepare reports and documentation, contribute to process automation using AI technologies.
Seniority
Mid-level, hands-on IC