Data Risk Analyst

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.