Data Analyst Credit Analytics recruitment
Reporting directly to the Data Team Lead, you will be responsible for ensuring all aspects of data delivery are accurate, complete, consistent and timely and that underlying processes and data validation documentation complies with model standards.
Responsibilities include:
Undertake scheduled and ad-hoc investigations into data and reporting issues
Develop clean, reconciled, well structured datasets across
Ensure data is sourced in accordance with license provisions and is within budget
Ensure Data Validation documents adhere to Model Risk Governance Standards
Continue to automate the sourcing, cleansing, and provision of credit risk data
Produce MI and KPI reports
Help design processes for capturing historical and ongoing default and loan loss data
Undertake RWA impact analysis for pre/post regulatory notification of model changes
Ensure scheduled and ad hoc reports are fit for purpose and are delivered on time.
The successful candidate should have:
Proven ability to take ownership of and solve complex data related issues.
Strong familiarity with credit risk data capture and structuring.
Expertise in database querying and reporting tools.
Experience in SAS coding using base SAS or SAS enterprise guide.
Strong written and verbal communication skills.
Good exposure to complex credit model methodologies and data requirements for Stress Testing.
Reasonable understanding of MKMV data and SP and Moody's default and loss data.
Good understanding of banking and finance ideally within an Investment Banking environment.
Strong database and credit risk systems experience including coding in SAS, MS Access, MS Excel, MS VBA