Data Analyst (Credit Risk)
Core
Support credit risk model monitoring and validation by analyzing complex datasets, ensuring data quality, and delivering reliable data assets for risk modelling teams.
Role type
Data Analyst (Credit Risk)
Builds
High-quality data marts and datasets for model development and validation
Domain
Banking / Credit Risk
Deliverable
production ML models
Required skills
SQL, SAS (4GL) programming, data analysis, problem-solving, data quality management
Preferred skills
Credit risk modelling concepts (PD, LGD, EAD, IFRS9, IRB), banking balance sheet knowledge, Agile/Scrum experience, Bash, Git/GitLab, Jenkins, Confluence
Technologies
SAS, SQL, Bash, Git, GitLab, Jenkins, Confluence
Responsibilities
Analyze and translate credit risk model data requirements into effective data solutions; Develop and maintain SAS programs for data collection; Identify and resolve data quality issues; Create technical documentation for data processes; Deliver data marts to model teams; Recommend improvements to data practices; Partner with stakeholders on reporting needs
Seniority
Individual Contributor