Data Analyst required to help integrate an array of new data sources to aid in the delivery of complex risk models across the corporate and investment bank for Tier 1 Banking Pillar. This role sits as part of a high profile team exploring an array of quantitative models across asset classes including interest rates, credit, equity, foreign exchange, commodities and counterparty risk.
Key Requirements for the role include
- Data Mining and integration Expertise in SQL.
- Validation of data provided to the department.
- Processing of Data from new feeds through transformations or mergers of data tables.
- Knowledge of wholesale credit risk model methodologies and regulatory capital impact.
- Expertise within a highly Quantitative Discipline.
- Knowledge in wholesale PD, LGD and EAD.
- A high level of experience within a data management role within a financial institution.
- SQL Expert
- Excellent Knowledge of R or Python.
Please get in touch ASAP to find out more about this opportunity.