Senior Credit Risk Data Engineer

Assignment duration
The assignment for the senior credit risk data engineer is expected to be 12months. The contract will be extended on a 3-months basis.

Reason for hiring:
For the execution of this assignment extensive knowledge of Rabobank's systems, good data analysis, data engineering skills in SQL Server are required to be able to gather, analyse and deliver credit risk datasets to be used by the risk modelling department.
Preferably the professional has a firm knowledge / experience in credit risk data preferably on mortgages.
Internal employees do not possess the combination of this knowledge and skills.

Assignment:
In 2019 a number of data related ECB findings need to be solved on the dataset used for the RMM (residential mortgage) model. The data engineer will perform analyses and create an improved model dataset using based on available historical data .
Also remediated loss dataset needs to be prepared/delivered for yearly monitoring until structural solution is ready.

Job Description:

• collect requirements

• determine data sources to be used

• design business rules

• create user stories

• collect and combine data and perform data analysis using SQL Server (and possibly python, powershell)

• write documentation on implementation and conclusion of the analyses

All activities are to be performed independently without direct supervision from a Bank's manager. However the contracted professional will provide updates on deliveries to the client on a regular basis.

Expertise / Competence

• Knowledge of Rabobank's databases

• Business analysis

• Data analysis

• SQL scripting

• Credit risk experience

• Technical documentation skills

Deliverables at end of the project:

• all data-related ECB findings are solved or explained

• an improved model dataset is delivered

Interested?
send us your resume (including a short motivation) and I will contact you as soon as possible.