Data Engineer Credit Risk - ABN AMRO
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The bank is currently reshaping it’s risk models (Future Model Landscape). This is important to optimize our capital position, balancing the risks of our lending activities. The ECB/DNB sets strict standards to develop, maintain and implement our risk models. Especially regarding the data that we use as input for the Risk Models. They expect us to use historical and present data, which reflect a realistic view on our historical and current client portfolio. With a high quality and with a high level of track and traceability. All this, to prevent banks from taking too much risks e.g. by minimizing their reserves.
Beschrijving
You are a senior data engineer in the Remediation Data Team. This team makes sure all data from (historical) data bases is made available, is checked on quality and is properly integrated in our Remediation Data Model (RDM) for future use by remediators and risk modellers. The team also works on further development and maintenance of our RDM and the embedding of this model within the rest of our Data architecture. As data engineer, you guide your team members in their development work and enable them to grow. Also, you are involved in technical design decisions such as how to deliver large quantities of historical data to remediators and support their data exploration activities. Last but not least, you challenge the product owner of the team and the management of the remediation program on their decisions from a technical viewpoint.
You will work in a multidisciplinary team with young in- and external professionals. Work hard play hard is our motto. The data field is becoming more and more important within the bank, you will be a frontrunner in this field. Deadlines can sometimes be challenging, quality standards are high. Our team consists of data professionals, eager to learn. Some experienced, some in the beginning of their careers. You cooperate with business experts, Risk Modelling experts, Data Owners and IT specialists.
As remediation department, we need to arrange data that can be used for risk modelling. This data is often of insufficient quality. We need to make it better by sourcing it, checking the data quality and subsequently enrich, correct and calculate additional data elements. Our goal is of course to help optimize our capital position, heavily impacting our financial results. Your work will therefore be of high value for the bank in achieving its financial ambitions.
Functie eisen
You have at least 5 years of relevant work experience and you are skilled in:
- Data analysis and data modelling
- SQL and Python (Pyspark)
- Software engineering (CI/CD, unit testing, DTAP, OOP)
- Stakeholder management
- Team cooperation and leadership
- Creative thinking
- Knowledge of credit or risk processes and databases is a big pre
Freelance: €62,50 - €87,25 hourly rate based on experience.
Contract: €4.500 - €6.500 monthly salary based on experience.
The assignment is until 30-6-2024 with an option to be extended.