Data Developer

CB Canada; Edmonton; Remote; CAD 80,000 - 100,000; Full time

Job summary

A leading company is seeking a Data Developer for a 6-month contract working remotely. The successful candidate will handle data reconciliation and LGD estimation, providing essential inputs for developing borrower risk rating models. This role requires experience in financial data modeling and proficiency in tools such as SAS and Python.

Qualifications

• Good understanding of financial data from a credit perspective.
• Experience with PD and LGD modeling.
• Proficiency in SAS and Python for data analysis.

Responsibilities

• Data reconciliation for large obligors based on different definitions.
• LGD estimation and documentation.
• Provide information for borrower risk rating model.

Skills

Financial Data Understanding

Probability of Default Modeling

Loss Given Default Modeling

SAS

Python

Google Cloud Platform

Tools

Google Suite

Job description

On behalf of our client, Procom is seeking a Data Developer for a 6-month contract position working remotely.

• 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

6 months with possible extensions

Remote

ASAP

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