Data Analyst | Credit Risk

Our client is an International Corporate and Institutional Bank that's creating the entire Risk Management Operation in Lisbon. We’re searching for a Quantitative Data Analyst to join the Model Performance Team

ROLE AND RESPONSABILITIES

- This team tracks the performance and robustness of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF).

- Realization of the model performance (on EAD, PD and LGD parameters) and participation in the setting up of new studies:-   Database preparation-   Model performance production-   Report preparation-   Level 1 control -   Methodology improvement · Control and data collection - Collection of information- Data quality control- Monitoring • Improvement of the existing tools and processes:- Ensure the continuous improvement of existing programs and processes for carrying out various studies- Strong focus on documentation.

PROFILE

- Undergraduate or Master degree in economics, finance, statistics, mathematics, data science

- Minimum 2 years of experience in a similar area in the financial sector

- Mastery of the SAS tool / Knowledge in R/Python would be appreciated

- Proficiency in Microsoft Excel, Power Point and Word

- Good writing and communication skills (English)

- Good knowledge of Basel 3 prudential regulation for credit institutions will be appreciated