Senior Credit Analyst

3 weeks ago


London, Greater London, United Kingdom Salt Digital Recruitment Full time
Key Responsibilities:
  • Data Analysis & Remediation
  • Data source analysis, defining specifications for sourcing, storage, and use of data from multiple sources for a consolidated Reference Data Set (used for model development)
  • Defining and building data quality controls and validation processes
  • Analysis of data gaps identified during model development; investigation of data available in source systems to determine if it is suitable for model requirements
  • Analysis of data quality issues identified during model development; root cause analysis, identify remediation action and execute to clean historical data sets
  • Data reconstruction and reconciliation of exposure balances to cashflow moves; for default timeseries data
  • Data quality analysis on cashflows and risk drivers
  • Investigation and review of credit and legal documentation to source additional data
  • Running working groups and analysis meetings, coordinating the activities
  • Ensure work is documented to show traceability and evidence (of changes, additions, deletions to data) is maintained to audit standards
Requirements:
  • 7+ years of relevant professional experience in a Financial Markets role preferably in Risk, Finance, Treasury or Operations function
  • Knowledge of credit risk in terms of exposure, limits, risk mitigants, and risk metrics
  • Good understanding of data processes and controls from a Risk, Finance, Treasury or Operations function
  • Strong data analysis background, with good understanding of: Counterparty data, Reference data, Product data attributes, Collateral/guarantees, Exposures and cashflows
  • Structured data analysis experience
  • Strong Excel skills for analysis of data sets
  • Use of SQL and Python


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