Expert Team Scoping and Defaults – Data Analysts (GJA 19) - V Portfolio Data Analyst
CDR (Amsterdam - Cedar), Netherlands
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
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 Model Owner (BMO) of specific WB portfolios 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
Act as a SPOC on scoping & defaults for specific WB portfolio(s)
Act as a sparring partner to the BMOs, actively steer and propose solutions on scoping and defaults
Analyze scoping & defaults data to define the portfolio scope and default lists
Align with a various range of stakeholders and document conclusions and results
Prepare action plans on closing findings and obligations for scoping and defaults
Report on data in production and create action plans to improve data quality
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
How to succeed
We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we back you to develop into an even more awesome version of yourself.
Rewards and benefits
We want to make sure that it’s possible for you to strike the right balance between your career and your private life and reward our people with a generous benefits offer and employment conditions.
Questions?
Contact Anna-Maria Angelova for more information about this role. Want to apply directly? Please upload your CV and motivation letter by clicking the “Apply” button.
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
Tags: Banking Credit risk Data analysis Data Analytics Data quality ML models R SAS Statistics
Perks/benefits: Career development
More jobs like this
Explore more career opportunities
Find even more open roles below ordered by popularity of job title or skills/products/technologies used.