Senior Risk Data Specialist
4 tygodni temu
About the Role:
We are seeking a highly skilled Senior Risk Data Specialist to join our team at ING. As a key member of our squad, you will be responsible for analyzing data requirements in the process of feeding tables related to credit risk models.
Key Responsibilities:
- Analysis of data requirements in the process of feeding tables related to credit risk models
- Preparation of mappings for data used in credit risk models
- Preparation of documentation describing the process of providing data used in credit risk models
- Analyzing the quality of data used in credit risk models
- Preparing loan portfolio analyzes for data accuracy
- Work on creating automatic data feeding processes in the area of credit risk models
About Our Team:
Our teams are responsible for automating the data delivery process. We are currently focusing on data used to build and monitor credit risk models. We place great emphasis on acquiring and sharing knowledge, combining knowledge in the field of risk modeling and advanced data processing, and having fun and celebrating our successes after work.
Requirements:
- Higher education in a relevant field (e.g. econometrics, quantitative methods, mathematics, physics, computer science, economics)
- At least 3 years of experience in working with credit risk reports in the area of provision (IFRS9) and capital (SA/AIRB/ICAP)
- Strong knowledge of SQL and programming skills in SAS (4GL/SAS DI/SAS EG/SAS EM)
- Understanding of the credit process at the Bank
- Ability to work in a team and independently interpret data based on collected information and assumptions
- Enthusiasm to complete seemingly impossible tasks and willingness to exchange knowledge with colleagues
- Excellent English language skills (working in an international team on a daily basis)
Preferred Qualifications:
- Experience in modeling and machine learning
- Experience in working with credit or market risk modeling (PD, LGD, EAD, IFRS9, IRB)
- Ability to analyze and understand the Bank's balance sheet
- Knowledge of Python and R
- Ability to work in Agile/Scrum
- Advanced analytical skills
- Independent, creative, and proactive way of thinking
- Ability to challenge the status quo
- Knowledge of techniques used in business analysis
Additional Skills:
- Git/Azure
- Python/R
- Confluence
- SAS EG
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