Seeking a Senior Analyst for the Credit Risk Department (KHD) Team

Project Description: Calculation of credit risk for the Bank's loan portfolio of claims against corporate borrowers and securities based on internal ratings (Regulation of the Bank of Russia 483-P) and in accordance with the instructions of the Bank of Russia. Management reporting on RWA of credit risk, 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, refinement of existing data marts in the Bank based on business requirements within the scope of the Bank's transition to RWA;
• Develop and implement an industrial default database (data mart), based on developed default criteria, including necessary attributes (e.g., default date, recovery date, default events, etc.);
• Develop data marts with historical data, certain constants for past periods;
• Integration of historical data marts into current (future) processes and data flows.

What You Will Need to Do:

• Interact with business stakeholders;
• Design target data marts (develop the logical and physical structure of data marts);
• Prepare detailed documentation (FSD, s2t);
• Develop data quality controls;
• 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 database objects across all layers, understanding of data warehouse architecture;
• Skills in describing data loading flows for the data warehouse (DWH), creating technical documentation (Source2Target, Technical Specification, FSD);
• Desirable experience with ETL tools, preferably Informatica Power Center;
• Experience working with business stakeholders and clarifying business requirements;
• Experience managing a team of 2 or more people, building internal team processes, team training, and mentorship;
• Experience in approving FSD and conducting Code Reviews;
• Understand the purpose of UAT (PMI) and UAT (PSI) testing;
• Experience with tracking systems, particularly JIRA.

Will be a plus:

• Knowledge of principles for building regulatory reports, understanding what PD, LGD, EAD, EL are;
• At least 5 years of experience in Fintech within a DWH team.