| Job Title: | Credit Risk Data Engineer |
|---|---|
| Reference: | Bn362199 |
| Salary: | £50000 - £65000 per annum + BONUS + BENEFITS |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Cameron Kennedy Resources Limited |
| Employment Type: | Permanent |
| Posted: | 29-04-2008 |
Description:
Credit Risk Data Engineer£50000 – 60000 + Bonus + Benefits
City
Who They Are
Investment banking group, a world leader in its chosen field and part of an AAA rated global financial services group is a significant provider of various forms of capital, structured investment products and financial risk management solutions through the integration of cash and derivative capabilities with its existing capabilities. Unaffected by the sup prime and credit crisis they continue to expand in their business areas and continue to strengthen and build a successful business.
What you will be doing
You will add expertise to the Credit Risk Controlling and Reporting team and support a company-wide Integrated Risk Platform project, initially by taking over stabilisation tasks and developing into the mobilisation phase of the project. In 2008: 60% stabilisation: 40% mobilisation, 2009 30% stabilisation: 70% mobilisation. As a part of a team of 4, you will have responsibility for the operation of the group credit risk exposure reporting and management information tool and the data quality in the application and reporting of key credit risk figures to senior management
You will be responsible for the data flow / interfaces between the CRE reporting and MI tool and the various business unit transaction systems, daily check and follow up of log files relating to data quality / consistency issues, support risk analysts on data quality issues (e.g. rating coverage check, legal entity coverage etc.) act as an interface between RM business and IT people. In addition, you will be responsible for generating various reports out of the data base on business request including the calculation of the underlying factors (e.g. S&P capital calculation)
Who they are looking for
You must have a degree or diploma in informatics or physics (ETH, university, or similar). You should have an understanding of credit landscape or willingness to learn in the area. You should have an in-depth expertise in reference data management and a good knowledge of and extensive experience with OLTP systems (SQL Server) and Oracle). Bloomberg knowledge an advantage and sound analytical skills and ability to work in a structured fashion is essential. Investment banking background ideal.
