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.
- 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