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Job Overview

Data Analyst/Quant - Wholesale Credit Risk

Location: London Salary: £competitive
Type: Permanent Start Date:
Posted: 2 months ago Contact: Ross Maddock

The wholesale credit risk group develop models for capital (Basel), impairment (IAS39/37, IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, economic capital, and for credit sanctioning.

Role purpose:

  • Enable effective use of data from across WCR through support and development of the wholesale datamart
  • Thorough and deep analysis for modelling data, and preparation and documentation of data for model development

Key accountabilities:

  • Validate data provided, including implementation of data validation code
  • Document data processing tests and data requirements for IT
  • Process data provided, e.g. ratio transformations and merging data tables
  • Support implementation runs; this includes responding to questions on data transformations as well as initial questions on results before passing on to others in the team.

Person specification:

  • Strong stakeholder management skills, with experience from complex projects
  • Good project and people management skills; ability to motivate team and deliver within tight deadlines
  • Strong quantitative and analytical skills; degree(s) in a quantitative discipline such as computer science, math, engineering
  • Strong technical skills: SQL (Teradata, SQL Server) (essential) R or Python (preferred)
  • Significant experience with data management / architecture / storage / reporting within a financial institution
  • Experience analysing data and model calculation outputs
  • Good documentation and communication skills
  • Domain expertise in wholesale PD, LGD, EAD (preferred)