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Credit Risk BI Specialist

  • Location:

    Amsterdam

  • Sector:

    Actuarial, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Bespreekbaar

  • Contact:

    Tijn Paulusse

  • Contact email:

    Tijn.Paulusse@oliverjames.com

  • Job ref:

    JOB-012023-194069_1674579906

  • Published:

    12 days ago

  • Expiry date:

    2023-02-23

Credit Risk BI Specialist


This is where you will work

The role is within the Risk Management & Controlling department. This department is responsible, amongst others, for the development and maintenance of credit risk methodology, credit risk management and the development and maintenance of credit risk models.

The Credit Risk BI Developer supports the development and implementation of at least the following credit risk related developments for the Dutch portfolios of the Bank.

  • Implementation of credit risk models and model changes, including A-IRB, IFRS 9, scorecards and stress testing models.
  • Development and implementation of credit risk related methodology related to regulatory requirements (e.g. assessing impact of new regulations with a broader team and supporting the implementation in the data systems of the bank)
  • Support on the credit risk reporting and management information needs related to credit risk, e.g. KPI's, KRI's and management reports
  • Optimize Credit Risk data flow throughout the organization
  • Data quality management using dedicated data quality tooling

In this role, the Credit Risk BI Developer works closely together with colleagues within the Risk Management team, IT and with the Business Intelligence team.

Additionally, this role supports strategic projects through detailed analysis and testing, working with other teams on initiatives that benefit the customer experience. All in close cooperation with colleagues in the team, as well as partnering with business functions, such as Finance, Treasury and Operations.

Business reporting skills are required to comprehend local systems in SQL programming language.

The Credit Risk BI Developer has knowledge of financial products for retail customers, especially Mortgages which is considered to be a complex product or is willing to acquire such knowledge.

This is the position

  • Explain technical challenges to business users and create workable solutions together with business stakeholders
  • Understand how regulatory changes (e.g. EBA guidelines, Basel III, CRR II/III) may impact the data and reporting requirements and be able to translate these data requirements and support with the implementation of these data requirements
  • Create MVP for visualization, conduct effective refinements, understand challenges & implications whist meeting the end goal of the product
  • Analyse and determine how changing business needs impact system, data, process, and reporting (ex: downstream) Classification: Public
  • Support the data infrastructure for product improvements and new product introductions
  • Take ownership of the data quality framework
  • Translate business, compliance requirements into technical, data and reporting requirements
  • Validate requirements for delivery of changes
  • Be a data steward in supporting data sourcing phase, technical mappings, RTMs, data lineage, flows and data dictionaries
  • Work closely with the Credit Risk Analysts on credit risk reporting and Power BI usage
  • Supports end to end development life cycle of model implementation in an IT system of a bank in liaison with IT, BI & Risk teams
  • Acquire and maintain knowledge of business processes for mortgages and other financial business processes as required
  • Support BAU process linked to an IT system by creating TOM during model maintenance or new developments
  • Be responsible for co-ordinating, implementing, testing and acceptance of new systems functionality into production environment
  • Keep knowledge of the Business Intelligence field up to date
  • Implement processes and procedures
  • Review technical aspects and provide timely feedback and approval
  • Adherence to change process and governance required for an IT change

This is you

  • Qualified to degree level or equivalent in a highly analytical and numerate discipline, such as mathematics, physics, econometrics or similar
  • At least 2-5 years of professional experience as a BI Developer and/or Data Analyst and data management, preferably in a credit risk context
  • SQL (Advanced) skills
  • Experience in different Credit risk model implementation (IRB models) in an ECB/EU regulated institution
  • Experience with the use of Power BI is an advantage
  • Basel and EBA regulation and IFRS 9 knowledge an advantage
  • Planning skills, MS office and Jira/Confluence skills
  • Programming experience (SAS, Python, etc.) is a plus
  • Pro-active attitude is required
  • Ability to get things done under pressure and hands-on mentality
  • Data management new age tool's experience (Collibra, Ataccama etc.) is an advantage
  • Advanced mathematical, analytical, and problem-solving skills
  • Previous knowledge in Banking industry preferably mortgage sector
  • Ability to learn self-train and find solutions
  • Excellent communication skills
  • Experience in different project environments and methodologies. e.g. Agile, Waterfall etc. Agile skills is a plus

This is what you can expect

  • An annual salary package (tailored to your personal knowledge & experience)
  • An attractive pension scheme
  • Travel allowance or public transport card
  • Flexible working hours and the opportunity to work from home
  • A good catering in the canteen

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