• To help design, build and upgrade the Risk reporting database system used by the bank for credit risk reporting and portfolio management. • To produce accurate daily credit risk reports and analysis as well as reporting obligor and country excesses.
Develop, test, design and manage a Risk reporting database using VBA+SQL.
Maintain efficient and insightful risk reporting, analysis and data reconciliation.
Responding to business changes and to the requirements of internal stakeholders and senior management
Safeguard the quality of risk data input.
Provide (at local and regional level) credit risk exposure information on counterparties and product lines to the business, risk teams and operations with additional analysis and commentary where necessary.
Thorough investigation and analysis of all excesses to identify breaches (whether technical, genuine or by other means) in credit risk policy and report it to credit team.
Identify transaction mapping issues, booking errors (such as missing risk transfer or incorrect transfer) and liaise with the RMs, HO, credit officers and operations to resolve the issue when required.
Use data analysis tools to provide new ways of viewing risk data
Must have MS Access database knowledge and VBA skills
Knowledge of database design and data structures
Ability to design create and maintain databases and stored procedures
Good SQL. Knowledge of R or C++ or Python is a plus.
Advance MS Excel
Experience in data analysis and data visualization techniques is a plus.
University degree in quantitative Finance, computer science or other quantitative discipline (Engineering, Physics, Mathematics, Statistics).
Highly numerate, excellent analytical skills with attention to details
Excellent communication skills (verbal and writing)
Ability to work under pressure
Influential, with strong reasoning and negotiation skills