Business Analyst – SAS

Business Analyst – SAS

ProViso Consulting

Story Behind the Need

• Business group: The GRT Market Risk Group within GWRT (Global Wholesale and Risk Technology) is supporting the technology implementations of multiple risk modelling initiatives for RMA (Retail Models & Analytics). This project focuses on enhancements to AIRB LGD Models.
• Reason for request: New hire for support of data intake, analysis, testing, processing, and calculations into a batch-based calculation platform

Candidate Value Proposition

• The successful candidate will have the opportunity to build long lasting relationships within Canadian and Global Markets. This candidate will be a key driver in ensuring stakeholders communication with the IT team is streamlined.

Typical Day in the Role:

• Deep dive into banking source data, performing data analysis to understand target data processing flows and rules
• Act as a subject matter expert for Retail Credit Risk initiatives (ie. BASEL III AIRB), working with a team of data engineers to analyze, document, and test development enhancements to the existing retail risk calculation systems
• Provide data expertise and identify patterns to improve the end-to-end ETL and calculation flows
• Analyzing and updating data, changing data paths to align strategically within the banks initiative as needed
• Leverage industry best practices to design, test, implement and support a solution
• Assure quality, security, and compliance requirements are met for supported area
• Be flexible and thrive in an evolving environment
• Need someone industry experience with BASEL or implementation of retail credit risk models

Must Have:

• 2 – 3 years’ experience with BASEL AIRB Models
• 5 + years’ data analysis and data management
• 2 + years’ hands on experience with SAS
• 5 + years’ hands on experience with DB2 (IIAS, IBM DataStage) or an expert of SQL-based technologies
• Good communication skills required – will be working with technology + business stakeholders (need a resource to have a strong business background – industry experience with the modeling experience) – Business interaction with the modeling team they are technical should be able to walk through a process and ask questions – and go through a BRD and probe and ask questions

Degrees or certifications:

• Bachelor’s degree required in a technical field (Computer Science, Engineering etc.)

Nice to have:

• IBM DataStage used for Data Ingestion
• Previous Relatable client experience is a plus

Additional Notes:

• BASEL II or BASEL III Models international experience is ok – Retail Credit Risk Models Advanced, Internal Ratings Based (AIRB)
• 75% technical – 25% supporting business users
• Regulatory Report that is similar to BASEL II reforms – but also involves back end testing that needs to be validated – including back testing and exception reporting to OFSI
• Back Testing is referring to – Historical testing of the model – through amongst risk areas
• System is called IIAS (newer Database built on DB2 technology) – if they have IIAS DB2, or Netezza (they are all relatable DB2 Based systems)
• Problem – solving skills very imperative – someone must be a self-starter and can reverse engineer
• A large Dataware house component – that use codes from multiple solutions + E2E Transformations with SAS (basically writing SQL queries that are interacting with the database)


• Microsoft Teams (2 interviews – 1 technical; 1 behavioural (to review soft skills and fit for the role)

Job Details



6 Months



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