Credit Risk BA

London, England, United Kingdom

Position Description 

As part of my clients preparation for Brexit, this position is required to assist in enhancing the breadth and depth of data lineage for credit risk management. 

Primary Responsibilities 

• Documenting high level data flows and accompanying controls to prove data lineage for IMM and IRB models 
• Review and where necessary assist in development of Data Quality metrics 
• Work as otherwise directed within the Brexit credit risk data workstream 

Skills Required 

• Working knowledge of counterparty credit risk and/or counterparty rating models and the wider regulatory requirements 
• Broad understanding of financial products and how credit risk is represented 
• Strong IT skills are required to facilitate data analysis 
• Knowledge of regulatory requirements for risk data aggregation (BCBS 239) 
• Strong analytical background 
• Excellent academic background, including a degree in a quantitative discipline, such as statistics, mathematics, sciences or engineering 

London, England, United Kingdom London England GB