Data Risk Analyst

Recruiter
Multipessoal
Location
Lisbon (PT)
Salary
to be defined
Posted
11 Aug 2022
Closes
25 Aug 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Masters

Sobre a vaga

Descrição:

We are currently recruiting a Data Risk Analyst for a french bank operating in Portugal.

O que terás de fazer

  • Supervision and development of IFRS9 models;
  • Management, control and monitoring of provision levels and risk cost;
  • Preparation of reports related to IFRS9 provision;
  • Implementation of IRBA methodology for PD, LGD and EAD models;
  • Implementation and maintenance of the validation model, monitoring;
  • Control and monitoring of capital levels;
  • Ensure the proper execution of regulatory and audit reports;
  • Participation in national and international projects;
  • Data analysis to ensure the quality and integrity of the related procedures;
  • Maintenance and updating of the annual cost of risk budget.
     

O que precisas de garantir

  • Degree in Mathematics, Statistics, Engineering, Economics, IT Management, or similar;
  • More than 3 years of experience in data modeling and data analysis;
  • Experience with SAS and/or SQL;
  • More than 3 years of professional experience in the Risk area, developing risk models (EAD, PD, LGD) and/or in the finance sector.
     

O que te proporcionamos

Opportunity to be part of one of the largest banking groups in the world with a clear opportunity for career progression.

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