Data Governance and Compliance Lead

Há 6 dias


Lisboa, Lisboa, Portugal Acca Careers Tempo inteiro

Job Description:
A Data Governance and Compliance Lead position has become available at Acca Careers. This exciting role offers a unique opportunity to establish standards for the entire model life-cycle, collaborating with various essential stakeholders.

About the Role:
This challenging position involves developing, maintaining, and continuously improving sound methodological and procedural frameworks for compliant credit risk models, ensuring adherence to internal and external policies. You will be responsible for setting model governance standards, guaranteeing regulatory requirements, and supporting the maintenance of DLL's risk (IRB PD, LGD, EAD; IFRS9) and compliance models.

Main Responsibilities:
- Develop, maintain, and improve sound methodological and procedural frameworks for compliant credit risk models
- Collaborate with stakeholders to set model governance standards and ensure regulatory compliance
- Support the development of credit policies and quality assurance of models affecting the modelling process
- Assist in maintaining DLL's risk (IRB PD, LGD, EAD; IFRS9) and compliance models

Requirements:
- Good understanding of Risk Management principles and regulatory requirements regarding internal models for credit risk - internal ratings based approach (IRB)
- Minimum of 3 years' experience in quantitative analysis within risk modelling in banking and finance
- Quantitative academic education in a relevant field, such as econometrics, mathematics, actuarial studies, or physics
- Experience in quantitative financial modeling, model development, CRCU function, and/or model validation
- Strong knowledge of software packages for statistical and data analysis, such as Python and R, and experience extracting data from various databases and analyzing large data sets for conversion into useful business information
- Excellent communication skills (verbal and written) in English and ability to write clear and logical comprehensive documents and instructions
- Ability to work independently and under pressure



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