x2 Sr. Data Analyst to support AIRB models and credit risk parameters (PD, EAD, LGD) for our large banking client - 30433
Job Type: Contract
Positions to fill: 2
Start Date: Jul 03, 2023
Job End Date: Feb 29, 2024
Pay Rate: Hourly: Negotiable
Job ID: 130268
Location: Toronto
x2 Sr. Data Analyst to support AIRB models and credit risk parameters (PD, EAD, LGD) for our large banking client - 30433
Location Address: Hybrid (1x/ week on site) – Downtown Toronto
Contract Duration: ASAP to 02/29/2024
Number of Positions: 2
Scheduled Hours: Monday to Friday, 9am-5pm
Extension Opportunity: Yes (FTE Opportunity: Possibility based on need)
Story Behind the Need:
• The Risk Modeling Technology team supports various stakeholders Global Risk Management (GRM) - Risk Models and Analytics Team, Regulatory Capital, IFRS9 provisioning & Enterprise stress Testing team in the implementation of regulatory and non-regulatory initiatives, utilizing both Agile and Waterfall approaches. In this position, the individual will be responsible for the development, enhancement, validation, documentation, and support of AIRB models and credit risk parameters (PD, EAD, LGD) for retail credit portfolios.
• Project: Basel III project, working on the Risk Modelling technology team
• Reason for request: New resource needed
Candidate Value Proposition:
• The successful candidate will have the opportunity to work within the bank. We are technology partners who help the business transform how our employees around the world work. You will get to work with and learn from diverse industry leaders, who have hailed from top technology.
Typical Day in Role:
• Deep dive into banking source data, performing data analysis to understand target data processing flows and rules
• Identifying technical solutions to meet business requirements and analyzing SAS code to find causes of errors
• Act as a subject matter expert for Retail Credit Risk initiatives (AIRB, Basel III), while working with data engineers and business analysts to analyze, document, develop and test enhancements to the existing system
• Works with stakeholders and technology teams to build and implement models to support regulatory reporting
Candidate Requirements/Must-Have skills:
Nice to Have Skills
Soft Skills
• Excellent communication skills with the ability to present technical results to stakeholders across a wide variety of functions
• High aptitude for diving in and picking up new technologies as required
• Be flexible and independent to own and drive the assigned tasks
Best vs Average: The three aspects that are critical for a good fit are: SAS experience, SQL capability, and soft skills (ability to own the work and communicate effectively).
Education
• Post-secondary degree in a technical field such as computer science, computer engineering or related field
Candidate Review & Selection
• Structure and Format: MS Teams Interviews (video)
• 1st round interview – panel with HM, dev lead, project manager (1 hour)
• 2nd round interview as needed
Location Address: Hybrid (1x/ week on site) – Downtown Toronto
Contract Duration: ASAP to 02/29/2024
Number of Positions: 2
Scheduled Hours: Monday to Friday, 9am-5pm
Extension Opportunity: Yes (FTE Opportunity: Possibility based on need)
Story Behind the Need:
• The Risk Modeling Technology team supports various stakeholders Global Risk Management (GRM) - Risk Models and Analytics Team, Regulatory Capital, IFRS9 provisioning & Enterprise stress Testing team in the implementation of regulatory and non-regulatory initiatives, utilizing both Agile and Waterfall approaches. In this position, the individual will be responsible for the development, enhancement, validation, documentation, and support of AIRB models and credit risk parameters (PD, EAD, LGD) for retail credit portfolios.
• Project: Basel III project, working on the Risk Modelling technology team
• Reason for request: New resource needed
Candidate Value Proposition:
• The successful candidate will have the opportunity to work within the bank. We are technology partners who help the business transform how our employees around the world work. You will get to work with and learn from diverse industry leaders, who have hailed from top technology.
Typical Day in Role:
• Deep dive into banking source data, performing data analysis to understand target data processing flows and rules
• Identifying technical solutions to meet business requirements and analyzing SAS code to find causes of errors
• Act as a subject matter expert for Retail Credit Risk initiatives (AIRB, Basel III), while working with data engineers and business analysts to analyze, document, develop and test enhancements to the existing system
• Works with stakeholders and technology teams to build and implement models to support regulatory reporting
Candidate Requirements/Must-Have skills:
- 8+ years’ as a Data Analyst
- Data Management experience
- 8+ years’ SQL based technologies and ability to write advanced SQL queries
- 4+ years’ experience with SAS Enterprise Guide (EG), including SAS macros
- 2+ years’ working experience with Unix and Linux commands
- Familiarity with agile tooling to efficiently build as a team: Git, Jira, Confluence, etc.
Nice to Have Skills
- Working knowledge of Datastage, Informatica
- Experience with Python
- Previous relatable financial institution experience in Credit risk, IFRS is an asset
Soft Skills
• Excellent communication skills with the ability to present technical results to stakeholders across a wide variety of functions
• High aptitude for diving in and picking up new technologies as required
• Be flexible and independent to own and drive the assigned tasks
Best vs Average: The three aspects that are critical for a good fit are: SAS experience, SQL capability, and soft skills (ability to own the work and communicate effectively).
Education
• Post-secondary degree in a technical field such as computer science, computer engineering or related field
Candidate Review & Selection
• Structure and Format: MS Teams Interviews (video)
• 1st round interview – panel with HM, dev lead, project manager (1 hour)
• 2nd round interview as needed