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The role involves setting and implementing a robust data analytics and testing program for Quality Assurance related to Wholesale Credit Risk. It includes performing data assessments, identifying gaps, driving sustainable remediation, and ensuring compliance with regulatory rules. The role also requires collaboration with senior stakeholders and the ability to evaluate complex data-related issues and propose solutions.
Job Responsibility:
Support the In-Business Quality Assurance Head of Data Analytics to set the global strategy for and lead the implementation and ongoing delivery of a robust Data analytics and testing program for the Quality Assurance function as it relates to Wholesale Credit Risk (WCR) data governance
Provide effective challenge on the design and operation of the data and credit processes within ICM and report any identified gaps and concerns
Ability to query and clean complex datasets from multiple sources, to funnel into advanced statistical analysis
Hands-on experience in designing, planning, prototyping, productionizing, deploying, maintaining, and documenting reliable and scalable data science solution(s)
Evaluate findings identified through the Quality Assurance process, determine materiality, and partner with business to drive sustainable remediation
Perform Design, Operational effectiveness assessments within Wholesale Credit Risk
Develop processes and tools to monitor and analyse model performance and data accuracy
Provide oversight and guidance over the assessment of complex data-related issues, structure potential solutions and drive effective resolution with stakeholders
Stay abreast of relevant changes to rules/regulations including regulatory findings
Act as SME to senior stakeholders and team members
Requirements:
Demonstrable relevant experience of data analytics, in innovation, modelling and analytics, internal audit, or similar functions at an investment or large commercial bank
Strong Knowledge of Wholesale Credit Risk (including Counterparty Credit Risk)
Excellent communication skills with the ability to effectively collaborate with stakeholders at all levels to elicit requirements and priorities
Good understanding of Risk and control framework in the banks
Coding knowledge and experience with at least two programming languages (C++, Python, C#, Java, R, etc.)
Experience with deep learning framework PyTorch
Experience working and manipulating large set of data
Bachelor’s or Master’s degree in quantitative or equivalent field
Data Analysis: SQL, Python, SAS, R, Alteryx, Splunk
Visualization: Tableau, Qlikview, MS Power BI
Programming language: Python, Java, C++
Experience with big data tools: Hadoop, Spark, Kafka
Nice to have:
Experience in preparing presentations for seniors
Experience in analysing datasets and distilling them into actionable information as well as building out end-to-end analytical process flows
Understanding of process redesign / re-engineering and execution
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