Data Analyst (Corporate Credit Risk) recruitment

Data Analyst (Corporate Credit Risk)

The Company:

Our client is a leading and well recognised global investment bank who is currently in need of a Data Analyst with strong SAS skills.

Team Organisation:

You will be part of the Credit Risk Management function, directly responsible various tasks namely around the design, estimation, validation, implementation and monitoring of Basel parameters which estimate the counterparty's PD, EAD, LGD.

The Role:

The successful Data Analyst will be required to source, cleanse and apply credit risk data used to develop, validate, enhance, implement, document and support the use if credit risk models across the firm. Your responsibilities will also include construction of model build datasets, compiling Management Information (MI) and Key Performance Indicator (KPI) packs; undertake RWA impact analysis, and supporting the design and development of various initiatives.

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Candidates MUST possess the following set of skills:

- Strong SAS skills especially coding experience using SAS base or SAS Enterprise guide.

- Strong familiarity with Credit Risk data capture and structuring.

- Expertise in database querying and reporting tools.

- Proven ability to take ownership of and solve complex data related issues.

- Strong numeracy and computer proficiency particularly MS Excel, SQL, Oracle (Desired)

- Strong communication and writing skills.

- Exposure to complex credit model methodologies.

- Good understanding of Banking / Finance ideally within an Investment Banking Environment.

If you meet the requirements for this position please apply following the link provided or direct via:

cmensah@mcgregor-boyall.com