Job Responsibilities
- Work as data engineer, to create or build data pipeline, define API to source data from different systems, perform complex transformation or enhancements to data and optimize end to end run.
- Write business requirements in the form of JIRA epics & user stories to develop data and system requirements for credit risk modelling platform
- Perform data analysis to support model development and analytics
- Liaise with various lines of business and risk modelers, thoroughly understand various models for BASEL, CCAR, CECL and other credit risk models
- Work with multiple stakeholders to elicit, analyze, refine and document business process and data requirements
- Collaborate through the entire Software Development Life Cycle (SDLC) including planning, analysis and testing of new applications and enhancements to existing applications
- Perform user acceptance testing and deliver demos to stakeholders by SQL queries or Python scripts
Required qualifications, capabilities, and skills
- Bachelor’s or Master’s in Computer Science, Data Analytics or equivalent discipline. Experience of 3+ years in data engineering role in financial services, data analytics with focus on frameworks to handle large datasets and similar.
- Data Analysis and data manipulation skills using SQL , Python, object orient programming & MS Excel is required. Strong analytical skills in forecasting and interpreting results and comfortable working with large quantities of data
- Experience on building data architecture to source data from different systems, handling complex transformation ad optimizing the end to end solution
- Ability to solve problems creatively while working in a dynamic and challenging environment under tight deadlines. Eagerness to learn about Credit Risk, Risk Parameters, Regulatory and Accounting concepts
- Detail oriented and strong organizational skills. Excellent communication abilities, both written and oral
- Experience implementing analytics frameworks in finance. Experience with source control, automated build/test systems, code coverage, unit testing and release processes
Preferred qualifications, capabilities, and skills
- Experience in software engineering to build data architecture based on python, object orient programming, SQL etc. is preferable
- Knowledge of Wholesale Credit, CCAR, Allowance (IFRS 9/CECL), Basel II/III regulatory capital
- Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations