A global investment bank is looking to recruit a data transformation analyst with a key focus on Brexit. You will be primarily responsible to assist with data transformation and quantitative development including any credit model changes this will require relating to the exit of the UK from the European Union.
- The role is responsible to follow the global model standards in terms of model development, validation and monitoring.
- Typical target for this analyst role is to make sure that the data required in wholesale models is fit for purpose to enable successful model build.
- Typical target of the role linked to this area is an improvement of the relationship with main stakeholders. Mid and end-year feedback from stakeholders is used as one of the measures of performance.
- However, the role must ensure that GRA stays independent from business influence, but nevertheless business is involved with the models development and specifically model usage.
- One of the main objectives for this position is to support the senior manager in building the effective and robust analytical function in Europe.
- Ensuring independence on all analytical issues is another important target for this position.
- Typical measure of effective operations and control is smooth running of the models the role is in charge of, acceptable level of model overrides and good business understanding of the models they use.
- In terms of regulatory control, role must keep control of the latest regulatory changes that might impact the models and require small changes or complete redevelopment.
- Proficiency in manipulation of large data sets and excellent understanding of credit risk related data.
- Good knowledge of SAS data manipulation and statistical analysis is of benefit.
- Substantial wholesale modelling experience.
- Desirable Masters level in Math (or equivalent)/Science/Engineering discipline).
- Excellent communication skills and the ability to maintain close working relationship with related parties.
- Assisting to develop and implement the changes in process, including policy and procedure.
- Good understanding and interpretation of regulatory rules.