Analytics India Magazine - Data Scientist - Credit Risk Analysis

Are you the one we are looking for?

- In this role, you will be responsible for development of the Credit Risk Regulatory Reporting Platform through Requirement gathering, implementation support, UAT and ongoing BAU support for a BFS client in North America.

Responsibilities :

- You will be primarily leading a 2-3 member team working to support the development of a Credit Risk Regulatory Reporting Platform to meet the Loan Tape regulatory requirements of ECB/EBA and other downstream reporting purposes.

- You would be contributing by gathering business requirements in partnership with Solvency Risk and Accounting teams and conducting User Acceptance Testing (UAT) of the data on the platform.

- The role requires strong project management diligence as you would be required to partner with cross-functional business teams like Solvency Risk and Accounting, data and technology teams. The job entails establishing the regulatory reporting platform as per the ECB requirements and also ongoing enhancements and BAU support post the go live in Q2-2022.

Your activities will include, but will not be limited to the following activities:

- Create Business Requirement Document (BRD) to develop/enhance the Loan Tape Regulatory Reporting Platform as per the Loan Tape requirement guidelines provided by ECB and outlined by the Bank HQ

- To partner with cross-functional teams like Solvency Risk, Accounting, IT, Data teams to confirm the requirements are captured accurately and explore the data sources available to identify the right source and logic that meets the requirements

- Work with IT, Data and Business teams to conduct the UAT of the data to make sure the data meets the requirements outlined in BRD. Identify and track the issues and work with the IT teams to resolve the issues

- Coordinate and execute end-to-end testing efforts with internal and external interfaces, particularly in more complex end-to-end testing situations

- Assist in coordinating the implementation of changes to improve performance and post implementation support

- Prepare data for testing application functionalities in large, complex systems

- Record and analyze results of testing sessions, prepare summary reports and status updates, present results to all involved parties and leadership

- Liaise with application development and infrastructure teams targeting on-going development, production activity and release management.

Qualifications we seek in you :

Minimum qualifications :

- 6+ Years of Experience in BFS Risk analytics with experience in supporting risk management through effective business analytics

- Minimum of a Master of Science in Statistics/Economics/Finance or Bachelor's in Engineering, Computer Sciences, Information Management

- Familiar with risk systems technology, risk management theory, processes and portfolio management reporting techniques.

- Good data and reporting experience in risk, understanding of regulations, strong SAS/SQL is a must.

- Hands on experience in data handling/mining using SAS/SQL is a must.

- Knowledge of industry trends and regulatory risk reporting processes like -EBA/ECB regulatory requirements, CECL, IFRS 9, CCAR, Basel will be a plus

- Good client management and communication/presentation skills - written & verbal

- Self-driven, proactive, "can-do" attitude. Ability to work under ambiguity and with minimal supervision.

- Prior project management experience in working as an Individual Contributor or as Team Leads

Preferred qualifications :

- DBA experience supporting mid to large size database environments

- Familiarity with Software testing, Agile Project Management, knowledge of JIRA and] other workflow management tools, is a plus

- Hands on experience in one or more advanced data analytics and data visualization tools like R, Python, etc. is a plus