Data Developer

CB Canada; Edmonton; Remote; CAD 70,000 - 90,000; Full time

Job summary

A leading consulting firm is seeking a Data Developer for a remote 6-month contract to handle data reconciliation, LGD estimation, and risk rating documentation. The ideal candidate has a strong grasp of financial data, PD, and LGD modeling, with proficiency in SAS, Python, and Google Cloud Platform.

Qualifications

• Good understanding of financial data from a credit perspective.
• Experience with probability of default (PD) and loss given default (LGD) modeling.

Responsibilities

• Data reconciliation for large obligors based on different default definitions.
• Documentation of LGD calculation and application to reconciliated data.
• Provide necessary default information for borrower risk rating model.
• Create and document BRR methodology and masterscale.
• Assist in documentation of FRR masterscale and methodology.

Skills

Understanding of financial data

Experience with PD and LGD modeling

SAS

Python

Google Cloud Platform

Google Suite

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