Data Developer
On behalf of our client, Procom is seeking a Data Developer for a 6-month contract position working remotely.
Data Developer Responsibilities
- Data reconciliation : arrive at a single list of defaults for large obligors based on different default definitions
- LGD estimation : documentation of LGD calculation and apply to the reconciliated data
- Provide necessary default information for the development of the borrower risk rating (BRR) model
- Create and document BRR methodology and BRR masterscale
- Assist in documentation of facility risk rating (FRR) masterscale and FRR methodology
Data Developer Mandatory Skills
Good understanding of financial data from a credit perspectiveExperience with probability of default (PD) and loss given default (LGD) modelingSoftware : SAS, Python, Google Cloud Platform (GCP) and Google SuiteData Developer Assignment Length
6 months with possible extensions
Data Developer Location
Remote
Data Developer Start Date
ASAP