Data Analyst(SAS/Basel)
Location Address: WFH (44 King Street W, 19th Floor)
Contract Duration: 6 months
Story Behind the Need
• Business group: The GRT Market Risk Group within GWRT (Global Wholesale and Risk Technology) is supporting the technology implementations of multiple risk modelling initiatives for RMA (Retail Models & Analytics). This project focuses on enhancements required in OFSI and NCR Reporting Methodology.
• Reason for request: New hire for support of data intake, analysis, testing, processing, and calculations into a batch-based calculation platform
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, Informatica) or an expert of SQL-based technologies
5. Good communication skills required – will be working with technology + business stakeholders (need a 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:
– Informatica is nice to have
– IBM DataStage used for Data Ingestion is a nice to have*
– Previous Relatable Scotiabank experience is a plus
Additional Notes:
– BASEL II or BASEL III Models international experience is ok* – Retail Credit Risk Models* Advanced, Internal Ratings Based (AIRB)*
– Regulatory Report that is similar to BASEL II reforms – but also involves back end testing that needs to be validated – including back testing and exception reporting to OFSI*
– BackTesting is referring to – Historical testing of the model – through amongst risk areas -*
– SAS is used for Data management – primarily looking for SAS – R or Python ETL will not be as relevant*
– System is called IIAS (newer Database built on DB2 technology) – if they have IIAS DB2, or Metezza (they are all relatable DB2 Based systems)
– Problem – solving skills very imperative – someone must be a self-starter and can reverse engineer**
– 50/50 split between creating net new codes + reverse engineering older codes – they should be following the same parameters as the older code (net new code has to follow the same table structures within the BASEL III Model)
– Customized – created by GRM Modeling teams: Built – primarily SAS (within Dereks’ application is SAS and Informatica – Primarily SAS* (Looking for a SAS Developer – Big Data Management component)
– A large Datawarehouse component – that use codes from multiple solutions + E2E Transformations with SAS (basically writing SQL queries that are interacting with the database)