We are looking for a Senior Analyst for the Credit Risk Department (KHD) team.
Project Description:
Calculation of credit risk amount for the Bank's corporate borrower and securities loan portfolio based on internal ratings (Bank of Russia Regulation 483-P) and in accordance with Bank of Russia Instructions.
Management reporting on RWA for credit risk assessment, factor and portfolio analysis, RWA optimization. Functionality for test calculations of hypotheses without reflection in the Bank's reporting.
Salary: up to 370,000 (depending on candidate's level)
General Description of Tasks for KHD Analysts:
- Development of new data marts, enhancement of existing data marts in the Bank based on BT within the framework of the Bank's transition to RWA for credit risk assessment;
- Develop and implement an industrial default database (mart) based on the developed default criteria, including necessary attributes (e.g., default date, recovery date, default events, etc.);
- Develop marts with historical data, certain constants for past periods;
- Integration of historical marts into current (future) processes and data flows.
What you will need to do:
- interact with the business customer;
- design target data marts (develop the logical and physical structure of data marts);
- prepare detailed documentation (FSD, s2t);
- develop data quality control measures;
- conduct User Acceptance Testing (UAT) of data marts.
Requirements:
- Higher education in natural sciences, engineering, or economics;
- At least 3 years of experience in data warehouse and/or Data Lake implementation/development projects;
- Deep knowledge of SQL (Oracle, PostgreSQL dialects), writing complex queries, reading PL\SQL code;
- Experience in designing DB objects across all layers, understanding of data warehouse architecture;
- Skills in describing data loading flows for DWH, preparing technical documentation (Source2Target, Technical Specification, FSD);
- Desirable experience with ETL tools, preferably Informatica Power Center;
- Experience working with business customers and clarifying business requirements;
- Experience managing a team of 2 or more people, building processes within the team, team training and mentoring;
- Experience in approving FSD and conducting Code Reviews;
- Understand the purpose of PMI (Pre-production Testing) and UAT (User Acceptance Testing);
- Experience with tracking systems, specifically JIRA.
Will be a plus:
- Knowledge of reporting principles for regulators, understanding of PD, LGD, EAD, EL;
- At least 5 years of experience in FinTech in a DWH team.
Application: @Vika_sysoeva
