Credit Risk Data Engineer
Medewerker | Risk Management | Ervaren | Brussel | 2020-12-02 | 060271
Credit risk data engineer
CDI, Full Time, Brussels
Your role & work environment
As credit risk data engineer, you develop, maintain and monitor the risk modeling infrastructure from a business perspective. You insure scoring process and maintenance of PD, LGD, EAD and IFRS9 models. You contribute to correct and timely risk classification and default detection, insuring risk steering processes of a bank.
You will work in a dynamic and diverse team, at the forefront the regulatory developments.
You will work together with IT department and Regulatory Risk Modeling team, Reporting and Provisioning, Data Management - at the heart of credit risk.
You will have a challenge to design pragmatic DWH/BI solutions facilitating risk calculation and reporting process, which includes engaging stakeholders, gathering requirements, aligning with global programs and defining roadmaps.
Your key responsibilities
Change management of modeling processes
- You participate in modeling projects as data expert during requirements engineering, implementation and reconciliation
- You determine data sources to be used and analyze complex data structures to design logical business rules and physical data models optimized for reporting and monitoring
- You act as point of contact towards IT and closely follow IT projects, gathering the business requirements and defining solutions together
- You asses the impact of implemented changes
- You assume responsibility to ensure an up-to-date documentation of solution architectures, data flows and models, technical and business specifications, processes and controls, manuals and guides.
Daily management of modeling processes
- You manage the modeling processes in SAS Data Integration Studio
- You monitor and ensure consistency of modeling processes across systems
- You execute and monitor the modeling processes and ensure the data quality within these processes
User support regarding modelling processes
- You write and maintain an up-to-date documentation
- You perform data analyses
- You answer to the questions of the end-users
- You setup knowledge sharing content
We look for
• A graduate degree in engineering or IT, or equivalent by experience
• At least 5 years of experience of SAS Programming: SAS Enterprise Guide and SAS Data Integration Studio
• Professional experience in using SQL and VBA for reporting and data base manipulation.
• Professional IT knowledge regarding data warehousing (data modeling, data base administration)
• Experience in performing root cause analysis on data quality, process or operational issues.
• An experience in Credit Risk - Basel 2 Modeling or willing to learn about banking environment, financial instruments and regulatory rules.
• You are analytical and conceptual thinker able to understand complex system architectures or data structures.
• You are pro-active, objective oriented and teammate personality who contributes to common work.
• You have good communication skills and you can adapt to your audience. You are business proficient in English and French, Dutch is a plus.
We offer you
A clear purpose, a unique offer and a range of flexible compensation and other benefits:
• Personal growth & challenging work with endless opportunities to realize your ambitions
• An informal, dynamic environment with innovative colleagues supporting your endeavors
• 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 opportunities