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Data Developer
Data DeveloperCB Canada • Edmonton, Alberta, Canada
Data Developer

Data Developer

CB Canada • Edmonton, Alberta, Canada
30+ days ago
Job type
  • Temporary
Job description

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 perspective
  • Experience with probability of default (PD) and loss given default (LGD) modeling
  • Software : SAS, Python, Google Cloud Platform (GCP) and Google Suite
  • Data Developer Assignment Length

    6 months with possible extensions

    Data Developer Location

    Remote

    Data Developer Start Date

    ASAP

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    Data Developer • Edmonton, Alberta, Canada

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