Data Analyst, Model Risk Reporting (Python / SQL / VBA) On behalf of our client in the Banking Sector, PROCOM is looking for a Data Analyst, Model Risk Reporting (Python / SQL / VBA).
Data Analyst, Model Risk Reporting (Python / SQL / VBA) - Job Description
- Enterprise Model Risk Management (EMRM) - team belongs to MRG Model Risk Governance under EMRM, and is responsible for model risk reporting function and model inventory infrastructure
- Role : Act as subject matter expert in supporting MRG with daily operation of the model inventory system, reporting database and data analytics of risk management reporting
- Build solutions to support Enterprise Model Risk Management (EMRM) model governance on-going reporting requirements
- Provide day-to-day data services for EMRM model risk reporting and monitor daily / monthly scheduled jobs
- Build support for release management of model inventory system and internal database
- Automate data synchronization and model risk report generation process cross different platforms
- Expand and improve data controls, QA, and best practices
- Support the model risk team for code repository and data repository management
Data Analyst, Model Risk Reporting (Python / SQL / VBA) - Mandatory Skills
- Bachelor’s degree in a quantitative discipline such as physics, math, engineering, computer science, statistics, or financial engineering
- Strong programming skills in Python
- Strong programming skills in SQL and VBA
- Extensive experience using Microsoft Office software products
- Proven experience in code development for data analysis, including building the logic and business rules for procedure automation and the data consolidation with cloud services
- Experience in validating the quality of data and reports by designing and conducting appropriate scenarios, tests and analytical approaches
Data Analyst, Model Risk Reporting (Python / SQL / VBA)- Preferred Skills
- FRM or PRM certification a plus
- Previous familiarity with database management, processing automation and data visualization is nice to have
- Analytical and modelling experience is a plus
Data Analyst, Model Risk Reporting (Python / SQL / VBA) - Assignment Start Date ASAP 6 months to start Data Analyst, Model Risk Reporting (Python / SQL / VBA) - Assignment Location Toronto, ON Work Hybrid
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