Beschreibung
For a project of our client, an international banking company, we are looking for a
Quantitative Analyst - Risk Operations (3658)
The Position will be within the Risk Control Operations (RCO) team that reports to the Risk Chief Operating Officer. Furthermore, it owns the risk data control framework for Primary and Enterprise Wide Risk. The Team is responsible for managing the effectiveness and integrity of data sourcing for Primary and Enterprise Wide Risks across core platforms and for the production support and operations management of Primary Risk Control owned infrastructure. In addition, your team facilitates and refines the development of future state functional and system architecture.
Responsibilities
- Pre processing of inbound data for Enterprise Wide Risk models, covering stress and Statistical Risk Measures
- Performing data quality checks on all data feeding the Enterprise Wide Risk models
- Sourcing data from upstream providers through various manual processes and automated deliveries
- The assessment and review of data quality exceptions created in accordance with the guidelines and principles defined in Risk's control framework. The control framework exists to ensure complete, accurate and timely population of data in the Risk Control infrastructure
- Identifying and coordinating the resolution of data quality issues
- Performing UAT on inbound data for Enterprise Wide Risk models, to identify impacts on data in production due to system changes
- Designing and developing controls to check the data quality of all data feeding the Enterprise Wide Risk models
- Implementing data sourcing processes to obtain the required data from upstream providers
Requirement
- University degree, preferably in Business, Maths, Economics or Finance
- Experience in running data quality controls, ideally within an Investment Banking, Risk Control function
- Proficiency in use of Microsoft Office applications, with advanced skills in Excel and VBA being advantageous
- Proficiency in use of statistical software (eg SAS, R, Stata, Matlab) as well as basic coding skills (specifically in python) are a plus
- Effective verbal and written communication skills
- Advanced English (written and verbal)
- Highly numerate and possess strong analytical and problem solving skills
- Fast learner with the ability to get up to speed quickly with new processes and IT applications/infrastructure
Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word. For any questions, please contact us.