Senior Analyst - Data Wranging

Senior Analyst - Data Wrangling - (24000Q7L)

Missions

ROLE SUMMARY:

Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

ROLE DESCRIPTION:

- Construct modelling databases and analyze the data quality for the same.

- Identify and resolve medium to high-level issues around data collection, wrangling and data quality.

- Detect and define database creation process enhancements, regularly.

- Prepare, attend and contribute to process governance meetings with stakeholders modelling and IT teams.

- Train analysts.

Profile

EDUCATIONAL QUALIFICATION:

- Masters in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.

ROLE QUALIFIERS:

- Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.

- knowledge in Python, with desired exposure to SAS and/or R languages.

- Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.

- Demonstrated strong communication, and problem-solving skills.

- Desired understanding of regulations governing data.