Data Developer

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

Job summary

A consulting firm is seeking a Data Developer for a 6-month remote contract. The role involves data reconciliation, LGD estimation, and supporting borrower risk rating models. Experience in financial data analysis and modeling is required, along with skills in SAS, Python, and Google Cloud. Starting ASAP.

Qualifications

• Strong expertise in credit risk assessment and financial data analysis.
• Proven experience in developing risk models for borrowers.

Responsibilities

• Perform data reconciliation for accuracy.
• Document LGD calculations and methodologies.
• Provide input for the borrower risk rating model.

Skills

Understanding of financial data

Experience with PD and LGD modeling

SAS

Python

Google Cloud Platform

Google Suite

Job description

Overview

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

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

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

Assignment Length

6 months with possible extensions

Location

Remote

Start Date

ASAP