Data Analyst | Credit Risk

Employer
Experis
Location
Lisbon (PT)
Salary
To be negotiate
Posted
May 24, 2019
Closes
Jun 07, 2019
Job Function
Banking
Employment Type
Full Time
Education
Masters

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

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