Data Analyst (Specialist/Senior Specialist) in Model Validation Squad [rekrutacja online]

• If you want to deal with data analysis and preparation.
• If you want to support Model Validation Squad with insight about data and data processing skills.
• If you like understanding and creating data requirements.
• If you have min. 2 years of experience working in data analytics or data science.
• If you have min. 2 years hands-on experience working with SQL.
• If you have min. 2 years hands-on experience working in SAS environment (preferably SAS Enterprise Guide).
• If you have min. 2 years hands-on experience in 4GL programming.
• If you have min. 2 years experience working in a bank or financial institution.
• If you have skills in business analysis for data requirements.
• If you have higher education (preferably IT, quantitative/numerical, mathematics, physics, statistics).
• If you are excellent team player, persistent, service oriented, customer centric, eager to learn.
• If you would like to work in an international environment focused on creativity and modernity.
• If you speak English on a good level.

• experience in credit risk reporting and analysis,
• knowledge about credit risk models (PD, LGD, EAD, IFRS9, IRRBB),
• Good understanding of regulatory requirements,
• experience in modelling and machine learning,
• hands-on experience with Python,
• knowledge of Agile/Scrum

• strong analytical, problem-solving, communication skills,
• an independent, creative and pro-active mind-set,
• the ability to challenge the status quo,
• great team player skills,
• proficiency in English

Validation squads assess if models are in line with regulations (both internal and external). Their purpose is to help understand limitations and weak spots of models that leads to constant incremental improvement. Hand in hand with our teams in Amsterdam and Warsaw you will be part of this process. Squads work with all model’s components for many portfolios across the globe. We have ambition to expand our scope of expertise to credit decision models. We use statistical techniques leveraged by qualitative analysis. Our reports are important input for Group leadership, external and internal regulators.

As a Data Scientist you will have an opportunity to contribute to squad’s work. Your main responsibility will be to support it with insight about data. You will play crucial role in data processing and drawing conclusion from the data. You will also take part in preparing final documents for regulators.