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Στοιχεία αγγελίας

Σχέση απασχόλησης - Πλήρης ΑπασχόλησηΕλάχιστη Απαιτούμενη Εκπαίδευση - ΑΕΙΑπαιτούμενη Προϋπηρεσία - Τουλάχιστον 1 έτος/ηΚατηγορίες - Πληροφορική

Περιγραφή

CKAN LTD is providing custom consultancy services to Tier 1 banks in London and Amsterdam. With over 6 years active presence in the industry, we have successfully delivered a significant portfolio of projects, ranging from Basel II/Basel III to IFRS9. Our focus is on delivering the end to end requirement for the client using agile methodologies, e.g. evolutionary prototyping coupled with rapid development. Each team of experts we provide to our end clients has been set up so as to be able to function independently, minimizing any additional support cost to the end client.

Purpose of the role:
  • Conducting Analysis for determining the availability, primary sources and appropriateness of data sources used for the development of models in accordance with the plan of the work stream
  • Assimilation of data requirements from different stakeholders, e.g. data attribute definitions, source system feeds and interface design, frequency of uploads, use of mapping tables, business rules to ensure quality control, interpolation, exception reporting, etc
  • Building data attribute definitions, model table structures, source system interfaces and business rules to ensure quality control and deliver exception reporting
  • Designing database schemas to support efficient data storage and retrieval using a standard relational database approach
  • Developing comprehensive test plans, scripts, execution of same across the full testing life cycle i.e. component, UAT, regression, integration, post implementation etc
  • Analysis and design of base SAS solutions to meet the requirements for complex data processing as part of a quantitative model
  • Creation of clear and comprehensive documentation covering design, code, user documentation etc
  • Supporting the database/calculation/reporting SAS applications during testing and rollout
Ensuring that all model data related work meets regulatory and internal policy standards

Deliverables: 
  • Develop model code using base SAS from model specification documentation
  • Source internal and external credit risk data used to run models
  • Support testing of model code developed in SAS and the firm's strategic model system
Support operational batch processing and exception reporting of models in SAS

Experience: 
  • SAS /SQL and Excel data extraction/manipulation skills a pre-requisite
  • SAS Certification is highly beneficial
  • Experience with SAS tools such as Base SAS, SAS Macros
  • Understanding of Credit Risk reporting is beneficial
  • Significant experience of working within a project environment with a proven ability to work on own initiative to contribute to delivery of optimum business solutions
  • Knowledge of banking products and terminology highly advantageous 
Previous experience in Finance Change, Finance Solutions, Risk, Regulatory, or, Restructuring functions of Financial Services

Other Significant Role Requirements: 
  • Excellent communications skills and the ability to interpret conceptual ideas and translate them into meaningful solutions
  • Ability to work in partnership with the Project Manager to manage effectively the links with operational management, project staff and other programmes
  • Adaptable to changing project focus and requirements
  • Able to occasionally travel to London, or, Amsterdam as needed
  • Experience with working in an Agile environment
  • Prototyping experience is a plus
Knowledge of Oracle/Microsoft SQL and VBA is a clear benefit

Education:
  • University Degree in IT, Finance, Statistics, Economics, Accountancy, or, related subjects

What do we offer
  • Salary up to €2,500/month depending on experience plus benefits. 
  • Access and interaction with senior stakeholders and clients in major UK and European investment banks and financial institutions. 
  • Continuous learning and growth opportunities though interaction with foreign clients and stakeholders. 
  • Access to cutting-edge project management and education through market accredited courses.