Risk Data Modeling Engineer

In brief: You are part of the Data Modeling team (40 people) within the Risk Data Modeling Grid (80 people). The Risk Data Modeling Grid (part of Risk Data & Analytics, Central Risk Management) is primarily responsible for supplying data for developing and calibrating specific risk models.

Your job

As a member of the Data Modeling team, you will be working on a daily basis to supply the various Risk Modeling departments with the data they need to compile risk models. Your responsibilities will consist of technical aspects such as SAS/SQL programming, compiling analyses on source data (data quality) and putting together datasets. You will also play an active role in the weekly teammeetings where knowledge-sharing is key.  

The Risk Data Modeling Grid

The Risk Data Modeling (RDM) Grid (80 professionals) is responsible for the supply of accurate data, so the Risk Modeling department obtains the proper datasets, which are used on a daily basis on a global level in the organization. The Risk Data & Analytics department is the bank’s expertise centre for the development of quantitative risk models. The risk models support decision making such as defining the bank’s capital requirements, pricing deals, issuing customer loans and setting/monitoring market risk limits.

Given the importance the regulatory authorities ascribe to modeling and the data underpinning it, this is a challenging role with a potentially heavy workload. The Data Modeling team has four sub-teams:

• Interest rate risk & liquidity risk;
• Credit risk;
• Stress testing, IFRS 9 and economic capital;
• Market risk and counterparty credit risk.

Your Profile

You are skilled in your profession, have an analytical approach and a outstanding communication- and presentation skills.

Qualifications, requirements and experience:

• Proven relevant professional experience and analytical ability at University level;
• Extensive technical knowledge (reading and writing) of SAS Enterprise Guide or SQL;
• Your are able to work with larger datasets;
• Knowledge of  risk management (with)in financial sector or – institutions;
• Knowledge of and experience with Python programming language is seen as an advantage;
• Dutch is not required.

More information?

Interim Valley offers a challenging 'Data Science Development Program' which ables you to ignite your Data Science skills. Interested to work in the position of 'Risk Data Modeling Engineer' at the data modeling department of our client and the Data Science program of Interim Valley? Please contact George Helderman (06- 42 64 66 53 / g.helderman@interimvalley.com) for more information about the possibilities.