A day in the life of a Senior Risk Data Engineer and Architect

The Credit Infrastructure team, within Integrated Risk Management, is responsible for the calculation process of the regulatory models, for the default and forbearance detection, and for the generation of various risk indicators. As a member of the team, you will tackle the build and maintenance of the Credit Engines. Your activities will include:

• Design the technical approach for automation of Analytical Base tables (ABT) for all credit risk regulatory Models.
• Driving the technical activities with the team and Ensuring the engines run smoothly and are compliant with the latest policy updates.
• Liaise with Credit Risk Functional Analysts and modelers and ensure that functional requirements are properly implemented.
• Understanding the complex Credit Risk Data Landscape regarding the credit risk models (PD, EAD and LGD) and Engines (DOD, etc.)
• Priority & Incident management alignment: ensure that incidents are properly logged and tackled, and that appropriate communication is given to involved parties.
• Contributing to the implementation of the target tooling and data landscape: help building seamless flows and efficient tooling for the Risk family and Business tribes.

How to succeed

We hire smart people like you for your potential. Our biggest expectation is that youll stay curious. Keep learning. Take on responsibility. In return, well back you to develop into an even more awesome version of yourself.

As a Senior Risk Data Engineer and Architect, you will also need:

• Your role will involve 25% solution architecture and 75% Engineering.
• Experience in data warehouse architecture and implementation.
• Ability to work and optimise large volume data processing.
• Strong experience working in Oracle Databases, SAS Data Integration Studio and SAS Enterprise Guide.
• Strong interest and understanding for data and systems, and for regulation and technology especially the data lake architecture.
• Ability to communicate with both technical and non-technical audiences.
• Experience with working in regulatory environment with strong governance.
• Fluency in English is a must.
• Understanding of bitemporal historization is a plus.

As a Senior Risk Data Engineer and Architect, you will have the opportunity to:

• Play a key role in the digitalization of Risk.
• Contribute to a variety of projects and be in contact with many teams within the bank.
• Experience a progressive and agile way of working, where new ideas are valued ahead of convention.
• Challenging projects, at the forefront of the new regulations.
• A dynamic and flexible work environment
• Training opportunities.

The team

The Credit Infrastructure team within Integrated Risk Management is responsible for building and maintaining batch engines for the Risk domain. The batch engines compute parameters which can be rule based like definition of default, early warning signals as well as parameters based on models like probability of default (PD), Loss Given Default (LGD) . The Engines must be regulatory compliant as the computed parameters has a major impact on the capital calculation, risk weighted assets(RWA) and the loan loss provisions(LLP). The team also maintains the data mart responsible for the development of new models and the automation of data for model monitoring. The Team also acts as a vital link between credit risk business and the Operational tribes like data management. As part of the team, team members get an unique opportunity to contribute towards the overall digitalization of the risk domain.  

Would you like to get to know the department better? Book a coffee with the hiring manager, a team member, or the recruiter. In a second phase you could get to know the job content better via a My Job Your Job.