Data Risk Analyst
Sobre a vaga
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.