Expert Team Scoping and Defaults – Data Analysts (GJA 18) - GJA profile Data Analyst V Scope Lab

WB / Scoping and Defaults Expert Team

The Scoping and Defaults Expert Team is a cross-model team within Wholesale Banking CoE Models department whose primary focus is on improving the scoping and default processes and related governance, including as follows:

• Ownership, responsibility and expertise on scoping and defaults
• Coordination of the end-to-end scoping and defaults processes
• Business ownership for the central ING data marts which contain scoping and default data (ScopeLab, DefaultLab)
• Responsible for the ING governance - Scoping Board, Default Board
• In-house data analytics services for the WB CoE Models department, management and business

The department of Wholesale Banking (WB) CoE Models is co-owner of ING’s WB Credit Risk Models and delegated responsible on behalf of WB. The CoE WB Models is part of WB Transformation. The department consists of four expert teams (c.a. 35 people) - two portfolio teams (LC / FI and Specialized Lending) and two cross-model teams (Scoping & Defaults team and Regulatory transformation team). CoE WB Models focuses on IRB, IFRS, CREC and feeder models, covering 50% of ING's capital consumption and provisions.

Your role

Scoping and Defaults

We are looking for an additional Data Analyst who will become part of the Expert Team Scoping and Defaults. The Data Analysts will collect, analyze, report on scoping and default data and generates insights for the other teams, management and business to provide robust evidence to support decision making.  The specific role requires to work closely with the Business Owner of ScopeLab on the following topics:

• Support the expert teams with a broad range of data related requests, with a special focus on scoping and default data
• Use data from a wide range of sources to analyze key themes and identify impact on the business
• Translation of the business requirements into technical specification for the ScopeLab team
• Support ScopeLab team in managing the backlog and prioritization in line with regulatory commitments
• Align on the results of ScopeLab the model & data stakeholders after each data release
• Secretary function for the Scoping Board - maintain agendas, minutes of meetings and action plans
• Prepare action plans on closing findings and obligations
• Improve the data quality framework and related governance
• Create action plans to improve data quality in production

Job Requirements

• Minimum 2-5 years' experience as Data Analyst
• Experience working with default, scope, IRB data
• Proven problem-solving and analytical skills
• Experience with statistical data analysis tools (e.g. SAS, R) and reporting tools
• Excellent communicator - ability to take knowledge from experts, make complex simple and convey the message in a convincing way to our stakeholders
• Basic knowledge of credit risk regulations and model concepts (PD, LGD, EAD)
• "Make it happen" mindset and track record
• Experience with wholesale portfolios and model development is a plus