Posted:3 months ago|
Platform:
Work from Office
Full Time
ROLE SUMMARY: Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models. ROLE DESCRIPTION: Construct modelling databases and analyse the data quality for the same. Identify and resolve medium to high-level issues around data collection, wrangling and data quality. Detect and define database creation process enhancements, regularly. Prepare, attend, and contribute to process governance meetings with stakeholders – modelling and IT teams. Train analysts. ROLE QUALIFIERS: Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format. Knowledge in Python, with desired exposure to SAS and/or R languages. Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation. Demonstrated strong communication, and problem-solving skills. Desired understanding of regulations governing data.
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