Location Address: WFH, Toronto
Contract Duration: 6 months
Story Behind the Need
• Business group: The Group is supporting the technology implementations of multiple risk modelling initiatives for RMA (Retail Models & Analytics). This project focuses on enhancements to AIRB LGD Models.
Candidate Value Proposition
• The successful candidate will have the opportunity to build long lasting relationships within Canadian and Global Markets. This candidate will be a key driver in ensuring stakeholders communication with the IT team is streamlined.
Typical Day in the Role:
– Deep dive into banking source data, performing data analysis to understand target data processing flows and rules
– Act as a subject matter expert for Retail Credit Risk initiatives (ie BASEL III AIRB), working with a team of data engineers to analyze, document, and test development enhancements to the existing retail risk calculation systems
– Provide data expertise and identify patterns to improve the end-to-end ETL and calculation flows
– Analyzing and updating data, changing data paths to align strategically within the banks initiative as needed
– Leverage industry best practices to design, test, implement and support a solution
– Assure quality, security, and compliance requirements are met for supported area
– Be flexible and thrive in an evolving environment
o Need someone industry experience with BASEL or implementation of retail credit risk models
Must Have:
1. 2 – 3 years’ experience with BASEL AIRB Models
2. 5 + years' data analysis and data management
3. 2 + years’ hands on experience with SAS
4. 5 + years’ hands on experience with DB2 (IIAS, IBM DataStage) or an expert of SQL-based technologies
5. Good communication skills required – will be working with technology + business stakeholders (need resource to have a strong business background – industry experience with the modeling experience) – Business interaction with the modeling team – they are technical – should be able to walk through a process and ask questions – and go through a BRD and probe and ask questions*
Degrees or certifications:
• Bachelor's degree required in a technical field (Computer Science, Engineering etc.)
Nice to have:
– IBM DataStage used for Data Ingestion is a nice to have*
– Previous relatable bank experience is a plus