Data Analytics Specialist
3 weeks ago
Data Analysis and Modeling
We are seeking a highly skilled Data Developer for a 6-month contract position working remotely. This individual will be responsible for data reconciliation, LGD estimation, and providing necessary default information for the development of the borrower risk rating (BRR) model.
Data Reconciliation and LGD Estimation
- Arrive at a single list of defaults for large obligors based on different default definitions.
- Document and apply LGD calculation to reconciliated data.
Borrower Risk Rating (BRR) Model
- Provide necessary default information for the development of the BRR model.
- Assist in documentation of facility risk rating (FRR) masterscale and FRR methodology.
Requirements
- Good understanding of financial data from a credit perspective.
- Experience with probability of default (PD) and loss given default (LGD) modeling.
- Software skills: SAS, Python, Google Cloud Platform (GCP) and Google Suite.
Contract Details
6 months with possible extensions.
Remote work arrangement.
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