Senior Risk Data Engineer and Architect

Job description

A day in the life of a Senior Risk Data Engineer and Architect The Credit Infrastructure team, within Integrated Risk Management, is responsible for the calculation process of the regulatory models, for the default and forbearance detection, and for the generation of various risk indicators. As a member of the team, you will tackle the build and maintenance of the Credit Engines. Your activities will include: - Design the technical approach for automation of Analytical Base tables (ABT) for all credit risk regulatory Models. - Driving the technical activities with the team and Ensuring the engines run smoothly and are compliant with the latest policy updates. - Liaise with Credit Risk Functional Analysts and modelers and ensure that functional requirements are properly implemented. - Understanding the complex Credit Risk Data Landscape regarding the credit risk models (PD, EAD and LGD) and Engines (DOD, etc.) - Priority & Incident management alignment: ensure that incidents are properly logged and tackled, and that appropriate communication is given to involved parties. - Contributing to the implementation of the target tooling and data landscape: help building seamless flows and e...