
Data Wrangling Senior Analyst
2 weeks ago
Role Summary:
Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.
Role Description:
· Construct modelling databases and analyze the data quality for the same.
· Identify and resolve medium to high-level issues around data collection, wrangling and data quality.
· Detect and define database creation process enhancements, regularly.
· Prepare, attend and contribute to process governance meetings with stakeholders – modelling and IT teams.
· Train analysts.
Educational Qualification:
Masters in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.
Role Qualifiers:
· Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.
· knowledge in Python, with desired exposure to SAS and/or R languages.
· Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.
· Demonstrated strong communication, and problem-solving skills.
· Desired understanding of regulations governing data.
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