Senior Wholesale Risk Data Analyst
London/Remote
6 months
Role Purpose:
Development of an efficient, sustainable process to provide data required for wholesale credit risk development and on-going validation, covering but not limited to Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Risk Weighted Assets (RWA).
Wholesale Risk data function serves the needs of Wholesale Risk sub-functions, specifically GRA (Global Risk Analytics) for the purpose of the credit risk model development and monitoring programme. The development of a sustainable data governance framework and measurement of data quality are of critical importance to support the business functions.
Data is fundamental to the development of risk models and the ongoing monitoring of their performance. Development of centralized processes improves operational efficiency and reduces the risk of data duplication or inconsistent processing by analysts.
The role is located in the Wholesale Risk Data team, and has global reach through Group & regional analytic teams. The jobholder is required to work in an environment of significant ambiguity with autonomy, dealing with major issues for which there is no clear solution whilst still being able to provide judgment and clear direction. The jobholder is expected to demonstrate a high level of technical and managerial expertise with regards systems and data management. The job holder will be expected to manage projects and any resources accountable to them on a project by project basis.
Qualifications
- University degree in a numerate subject
Experience
- Knowledge of Wholesale Credit Risk
- Knowledge of data required for risk modelling
- Relevant working experience in a bank, rating agency, consultancy or advisory firm (7+ years)
- Data Warehousing experience
- Strong data analytics background
Skills
- Open personality with effective communication skills
- Strong data manipulation and analysis skills (e.g. SAS, Oracle)
- Writes clear documents
- Manages self to deliver own work within timelines
- Work with colleagues and key stakeholders in an international team
- Ability to organise presentations, trainings, workshops
If this is the role for you please submit your CV at your earliest convenience.
