Senior Business Analyst to gather data requirements for retail and wholesale credit risk models using SAS & SQL (30810-1)
S.i Systems
Toronto
12d ago

Request ID : 30810-1

Work Location : Downtown Toronto

Job Title : Analysis & Consulting - Business Consultant - Expert

LOB : Credit Risk

Estimated Start Date : ASAP

Length of Contract : 16 months (September 2020)

Possibility of Extension : Yes

Project Information :

The project objective is to develop one data source for Credit Risk Modeling. The project will source the appropriate data across the enterprise, aggregate it and structure it into organized views for both history and on-

going months. Data will be validated and normalized, meaning that the validation step is done up front on a global basis across all data consumers and not specifically for each model development activity.

The Bank’s business requirement and regulatory expectations are driving the need for improved transparency, integrity, repeatability in scenario analysis and the flexibility to perform ad hoc analyses which is driving the need for a centralized repository that will serve all modeling needs as required for model development, execution, monitoring and reporting.

Role Responsibilities Include (but are not limited to) :

  • Gather data requirements for retail and wholesale credit risk models
  • Work with technology partners to ensure the right level of detail is included in said requirements
  • Coordinate testing and test cases for UAT implementation
  • Create the proper documentation for all requirements and testing phases
  • Support data governance by developing and maintaining critical data inventory and data quality rules
  • Participate in enterprise data management processes
  • Coordinate and guide the assembly & delivery of data to support credit modeling processes
  • Develop, monitor & improve processes associated with the management of modeling processes
  • Create documentation associated with these processes
  • Must-Have Skills :

  • 7-10+ years of business analysis experience in a banking environment, specifically working with credit risk models
  • Expert SQL and SAS acumen
  • Strong familiarity with credit risk models for IFRS9, Stress Testing and AIRB
  • Strong knowledge of test case design and testing methodology
  • Educational Requirements :

  • Graduate degree in Engineering or a related quantitative field is preferred
  • Business Analysis Business Analyst 8 - 10 years None Downtown Toronto

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