Senior Credit Risk Data Analyst

Job title:

Senior Credit Risk Data Analyst

Company:

ING

Job description

Senior Credit Risk Data AnalystCredit Risk Data AnalystCredit Infrastructure50% work from homeGJA : 16Recruiter : Karima FaresA day in the life of a Credit Risk Data AnalystThe Credit Infrastructure team, within Risk Architecture, is responsible for the calculation process of the regulatory models, for the default and forbearance detection, and for the generation of various risk indicators. The team also has business responsibility for regulatory projects implemented in the data lake . As a member of the team, you will tackle the functionality of the Credit Engines and the data lake implementation for regulatory projects. Your activities will include:● Driving the functional activities with the team and Ensuring the engines are compliant with the latest policy updates.● Liaise with Credit Risk policy experts and modelers and write the functional requirements.● Be a functional point of contact for Datalake implementation for Vortex reporting and ECB loan tapes.● Understanding the complex Credit Risk Data Landscape regarding the credit risk models (PD, EAD and LGD) and Engines (DOD, EWS, etc.)● Contributing to the implementation of the target tooling and data landscape: help building seamless flows and efficient tooling for the Risk family and Business tribes.How to succeedWe hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.As a Credit Risk Data Analyst, you will also need:

• Experience working with Oracle Databases and SAS Enterprise Guide.
• Strong interest and understanding for data and systems, and for regulation and technology especially the data lake architecture.
• Ability to communicate with both technical and non-technical audiences.
• Fluency in English is a must.
• Understanding the record bank data landscape is a plus.

As a Credit Risk Data Analyst, you will have the opportunity to:· Play a key role in the digitalization of Risk.· Contribute to a variety of projects and be in contact with many teams within the bank.· Experience a progressive and agile way of working, where new ideas are valued ahead of convention.· Challenging projects, at the forefront of the new regulations· A dynamic and flexible work environment· Training opportunitiesThe teamThe Credit Infrastructure team within Risk Architecture is responsible for building and maintaining batch engines for the Risk domain. The batch engines compute parameters which can be rule based like definition of default, early warning signals as well as parameters based on models like probability of default (PD), Loss Given Default (LGD) . The Engines have to be regulatory compliant as the computed parameters has a major impact on the capital calculation, risk weighted assets(RWA) and the loan loss provisions(LLP). The team also maintains the data mart responsible for the development of new models. The Team also acts as a vital link between credit risk business and the Operational tribes like data management. As part of the team, team members get an unique opportunity to contribute towards the overall digitalization of the risk domain.

Expected salary

Location

Belgique

Job date

Wed, 04 Dec 2024 02:35:11 GMT

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