SENIOR ANALYST, PROVISION & RISK MEASUREMENT
Core
Supports core credit risk Expected Credit Loss (ECL) provisioning and Economic Capital activities by preparing datasets, running model routines, and performing validation checks.
Role type
Senior Analyst, Provision & Risk Measurement
Builds
Quarterly and year-end ECL and Economic Capital deliverables
Domain
Banking / Credit Risk / IFRS 9
Deliverable
production ML models | dashboards & analysis
Required skills
IFRS 9 compliance, ECL modelling, Economic capital concepts, SQL, Python, Excel, data quality assessment, documentation standards
Preferred skills
Stress testing concepts, macroeconomic data analysis, benchmarking analyses
Technologies
SQL, Python, Excel
Responsibilities
Prepare and reconcile datasets for Provisioning and Economic Capital processes; Execute established model routines and perform quality control checks; Investigate routine data issues and escalate exceptions; Support preparation of quarterly and annual ECL provisioning deliverables; Maintain process documentation and audit trails; Prepare presentations and benchmarking analyses for management reporting
Seniority
Senior, hands-on IC
