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About QA The Quantitative Analytics group is responsible for the research, development and implementation of cutting-edge, market leading quantitative models across all asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk) and risk types (market, credit, counterparty).
Overall purpose of role Enable effective use of data from across through support and development of the Wholesale Datamart; liaise with stakeholders
Key Accountabilities * Validate data provided to QA, including implementation of data validation code * Document QA data processing tests and data requirements for IT * Process data provided to QA, e.g. ratio transformations and merging data tables * Support results from IFRS9 PoC and parallel runs; this includes responding to questions on data transformations as well as initial questions on results before passing on to others in the team.
Stakeholder Management and Leadership * Good project management skills; ability to work and deliver within tight deadlines
Decision-making and Problem Solving * Strong quantitative and analytical skills; Master's Degree in a quantitative discipline such as Computer Science, Math, Engineering * Strong technical skills: SQL (Teradata, SQL Server), R, Python * Experience with data management / architecture / storage / reporting within a financial institution * Experience analysing data and model calculation outputs * Good documentation and communication skills * Domain expertise in Wholesale PD, LGD, EAD modelling is a plus