Data Engineer for Credit Risk Modelling

Česká republika : Hlavní město Praha
Data Management; Řízení rizik

O pozici

The data for credit risk modeling team in Belgium is seeking a data engineer for their location in CSOB Prague (onsite position, no remote).

 

Within the financial sector there is more and more pressure to ensure data is of sufficiently high quality and that it is consistent across systems and reports. This is particularly the case in the heavily regulated and supervised area of credit risk modelling. The European Central Bank (ECB), as well as internal validation and audit, continue to increase the requirements and expectations. Consequently, there is a great need for centralizing and automating the data collection process to the highest extent possible.

 

As a data engineer for credit risk modelling within the Models & Model Risk department, you will in a first instance be tasked with building a new database for credit risk modelling, as well as streamlining and standardizing all surrounding processes with the goal to strengthen the consistency and quality of the data we collect for modelling and model validation purposes. In particular, you will implement new data collection processes as well as a first set of data quality and consistency checks. On the longer term, you will become responsible for maintaining this database, and you will play a key role in our advances in straight-through-processing e.g., implementing the data delivery queries for annual validations (the yearly reviews to assess the performance of our models), implementing model monitoring processes, setting up data quality monitoring, etc.

 

The team you join is particularly diverse, gender-wise, nationality-wise and age-wise, and it is spread across offices in Belgium and Prague. You will work with junior colleagues, as well as more experienced colleagues. Diversity is a great strength in our team.

 

Has your interest been sparked? Are you enthusiastic to join our team in automating and standardizing the data collection processes, thereby paving the way to PARRADICE?

Co bude vaše práce

  • You join the implementation team for setting up our new database for credit risk modeling and validation: you are fluent in Python and know how to use Git.
  • You contribute to the optimization of the code with the purpose of increasing efficiency in handling large amounts of data.
  • You work on integrating all code into a quarterly batch-run process and prepare everything for migration to a cloud solution (Amazon Web Services - AWS).
  • You have a technical but also functional mindset to help think about the best possible solutions for all data-related processes and can translate this to fully functional implementations without unnecessary complexity.
  • You make sure that code development is accompanied  by a rigorous testing protocol in order to discover and amend coding errors in all stages of the implementation.
  • Collaboration is key: you will work with credit risk modelers and validators, supporting them in their data needs and requirements. Setting up structural solutions and embedding everything within our database environment.

You will build up your knowledge on using and working on the KBC cloud platform and become an IT expert within the team such that you can support your colleagues in setting up their projects on AWS.

Bez čeho se u nás neobejdete?

Your strengths

  • The result of your work is performant, easy to maintain and neatly documented. You are committed to quality in everything you do.
  • You are interested in the banking sector.
  • You enjoy working with others in a pragmatic way. You are always happy to celebrate the successes as a team.
  • You speak and write fluent English. You can present complex issues in a clear and structured way, also to colleagues less versed in IT matters.
  • You properly deal with deadlines and work results-oriented.

Your education and background

  • You have a bachelor’s or master's degree in (applied) Information Technology or Computer Sciences; or equivalent documented experience.
  • You have Python programming skills and know how to use Git. Ideally, you also have knowledge of SAS and if not, you are happy to follow training to pick this up.

Benefity

  • A very attractive offer of education and development opportunities.
  • Diverse career opportunities.
  • A competitive salary package, supplemented with a vast package of advantages and personnel conditions on our bank and insurance products.
  • A good work-life balance.
  • A dynamical working environment with an open culture and a pleasant working atmosphere.
  • A pleasant and modern working space right next to Radlická metro station in Prague.

Co nabízíme

a5 týdnů dovolené
aMultisportka
aPříspěvek na životní a penzijní pojištění
a5 dnů zdraví
aE-stravenky v hodnotě 170 Kč/den
aZvýhodněné produkty a finanční služby
a2 care days
aCafeterie s 8 100 body/rok
aOsobní a profesní rozvoj napříč skupinou
aPéče o duševní zdraví
aProgram pro rodiče/55+
aSportovní aktivity - Bankovní hry a další

U nás se vám bude líbit

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Data Management
Specialista
Hlavní město Praha
Plný úvazek
ČSOB
ID pozice:  81867