Primary responsibilities
- Tasked with documenting high level data flows and accompanying controls to prove data lineage for IMM and IRB models
- Will need to populate data dictionary for relevant entities
- Review and where necessary assist in development of Data Quality metrics
- Work as otherwise directed within the Brexit credit risk data workstream
Skills required
- Strong counterparty credit risk and/or counterparty experience. Rating models and the wider regulatory requirements
- Broad understanding of financial products and how credit risk is represented
- Strong IT skills are required to facilitate data analysis
- Knowledge of regulatory requirements for risk data aggregation (BCBS 239)
- Strong analytical background
- Educated to a degree level in a quantitative discipline, such as statistics, mathematics, sciences or engineering
If you are interested in this role please apply below or contact me for more information.
