Model Data Analyst
I am looking for a curious Model Data Analyst, who is looking forward to bringing the client's global model data environment to the next level. From your thorough understanding of risk data, you're able to see how the modelling team can be well serviced with high quality data marts to feed the risk models. Your technical and analytical skills enable you to pre-process the data before model development start using it. A successful candidate has proven experience in usage of risk data and querying tools (e.g. sql, SAS).
Are you looking for the opportunity to work with Big Data in the area of risk and to service internal stakeholders with high quality model data, then this job is something to apply for!
As a model data analyst you will be responsible for:
- documenting the data sets required for modelling in detail and analyse the available data sources for this purpose (where needs the data come from and what filters to apply);
- building prototypes of the data marts that link the data sources with the modelling environment;
- designing data quality checks that serve data quality monitoring;
- supporting the testing process for newly delivered data;
- phasing out ad-hoc solutions for sourcing the model data;
- support model development and related projects;
- communication with the stakeholders in the model development and model risk management domains.
I am looking for (expertise):
- MSc in the field of Computer Science, Finance, Economics and/or Mathematics/Statistics;
- 4 - 5 years of experience in a data oriented function, experience should cover both data content knowledge and technical knowledge (i.e. able to build complex sql queries to filter data);
- Expertise in the field of risk and/or finance is a must, expertise in statistical modelling is a pre.
- Strong analytical skills;
- Critical mind-set with respect to what is delivered;
- Hands on mentality with regard to data;
- Strong communicator;
- Good team player, able to contribute in a multi-cultural team;
- Fluency in English both written and verbal (work language).
It is a full time contracting position in Amsterdam. Considering the current situation, working from home is possible for now but expect to be going to the office again when the situation allows to.