Risk Data Analyst

3 semanas atrás


Lisbon, Portugal Michael Page Portugal Tempo inteiro

Instituição bancária de referência procura um Risk Data Analyst para reforçar a sua equipa de Risco.

Sobre o nosso cliente

O nosso cliente é uma instituição bancária de referência.

Principais responsabilidades

Desenvolver, implementar e manter os modelos de suporte ao processo da imparidade da carteira de crédito;

Efetuar reconciliações entre a base de dados de suporte ao cálculo da imparidade de crédito e a contabilidade;

Estimar e validar os fatores/parâmetros de risco (ex.: Probability of Default e Loss Given Default), utilizados no cálculo da imparidade coletiva;

Validar os principais inputs utilizados no cálculo da imparidade coletiva;

Colaborar na definição dos critérios e determinação da amostra de clientes sujeita a análise individual;

Participar no processo de revisão e validação final da estimativa de imparidade atribuída no âmbito do

processo de análise individual;

Efetuar análises sobre a evolução da imparidade e respetivos impactos;

Manter-se atualizado no âmbito da sua função e contribuir proactivamente para o seu desenvolvimento profissional, participando e/ou propondo iniciativas que visem a aquisição ou reforço de competências;

Contribuir com sugestões de melhoria relativas à organização, processos e procedimentos, que visem a concretização dos objetivos do Banco;

Zelar pelo rigoroso acompanhamento e cumprimento dos Normativos internos que regulam a sua atividade;

Realizar outras atividades delegadas pela Direção, no seu âmbito de atuação.

Perfil desejado

Licenciatura ou Mestrado em Matemática, Estatística, Gestão, Economia, Finanças, Contabilidade ou similar;

Bom Domínio de SQL.

Experiência no Setor Bancário ou na área do desenvolvimento de modelos de imparidade;

Conhecimento da regulamentação aplicável ao Setor Bancário, em particular na área de Risco, e da norma IFRS9;

Sólidos conhecimentos de Gestão de Risco;

Conhecimento de produtos e operativa Bancários;

Princípios de Controlo Interno.

Sólidos conhecimentos de utilização de sistemas de informação na ótica do utilizador, em particular Excel (nível avançado), incluindo VBA.

Benefícios adicionais

Uma boa oportunidade para o seu crescimento e desenvovimento profissional.



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