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 required in OFSI and NCR Reporting Methodology.
• 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, Informatica) 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:

• Informatica is nice to have
• IBM DataStage used for Data Ingestion is a nice to have*
• Previous Relatable client experience is a plus