Data Analyst (Credit Risk)
Core
Support credit risk model monitoring and validation through data analysis, collection, and quality management to enable risk modelling teams to assess model performance.
Role type
Data Analyst (Credit Risk)
Builds
Reliable data assets, data marts, and datasets for risk modelling and validation teams
Domain
Banking / Credit Risk
Deliverable
production ML models
Required skills
SQL, SAS (4GL) programming, data analysis, data quality management, complex dataset analysis, problem-solving
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 high-quality data marts and datasets; Recommend improvements to data collection practices; Partner with stakeholders on data and reporting needs
Seniority
Mid-level, hands-on IC