Login | Register

Sr. Data Consultant with Python/GCP experience to help on an LGD Project within the Financial Industry

Job Type: Contract
Positions to fill: 1
Start Date: Oct 03, 2022
Job End Date: Mar 31, 2023
Pay Rate: Hourly: Negotiable
Job ID: 123550
Location: Calgary, Edmonton
Apply
Our client is looking for a Sr. Data Consultant with Python/GCP experience to help on an LGD Project within the Financial Industry

Must Have's:
  • 5+ years of experience as a Data Developer
  • Experience with financial data from a credit perspective
  • Experience with probability of default (PD) and loss given default (LGD) modeling
  • Experience with the following Software: SAS, Python, Google Cloud Platform (GCP) and Google Suite

Description of Work:
  • Data reconciliation: arrive at a single list of defaults for large obligors based on different default definitions
  • LGD estimation: documentation of LGD calculation and apply to the reconciliated data
  • Provide necessary default information for the development of the borrower risk rating (BRR) model
  • Create and document BRR methodology and BRR masterscale
  • Assist in documentation of facility risk rating (FRR) masterscale and FRR methodology