Risk Data and Modelling Analyst
Plata CardCore Responsibilities
Translate risk methodology into technical requirements for model and risk reporting implementation. Build and maintain risk models including Liquidity Risk, IRRBB, VaR, and Capital requirement calculations. Define data requirements and collaborate with Data/IT teams for data integration into the Data Warehouse. Perform data quality checks, reconciliations, and validation of results.
Requirements
Strong Excel skills with advanced formulas and working with large datasets. Proficiency in Python for data manipulation and automation. Understanding of banking and financial risks such as liquidity risk and interest rate risk. Experience with SQL and working with IT/data teams.
Key Skills & Technologies
Additional Information
Experience Level
Mid-Level
Job Language
English
Employment Type
Full-time
Work Mode
Hybrid