Business Analyst Credit Risk Data

A financial institution in the Netherlands has implemented the EBA's definition of default. The challenge is to make the mortgage data, loan part by loan part, consistent with this definition, all the way into the Finance and Risk reports.

• You would join the team that owns the data side of this program, including reporting solutions, data processes, and data quality.

What you will do.

• Take a rule from the regulation (days past due, the materiality threshold, unlikeliness to pay, when a default cures) and work out what it means for the mortgage data: which fields, which counters, which cut-off dates.
• Write that as business requirements for the developers and data engineers to build from, and refine it with them sprint by sprint.
• Use SQL to size the population, check what was built, and find where the data is wrong before the regulator does.
• Be the person the team asks what the regulation actually requires of default data.
• Work on several topics at once, with Risk, Finance, and IT each wanting something different.

What they ask

• Experience with regulatory change at a bank, in credit risk. If it was the Definition of Default itself, that is a significant advantage.
• Ability to write SQL independently.
• Experience turning a requirement into a backlog, where engineers did not have to come back multiple times.
• A bachelor's or master's degree.
• Good English. Dutch helps, but it isn't required.
• A hands-on approach; the organization wants someone who does the analysis, not someone who runs the program.