Address
Form of workProcom is a leading provider of professional IT services and staffing to businesses and governments in Canada.
With revenues over $500 million, the Branham Group has recognized Procom as the 3rd largest professional services firm in Canada and is now the largest "Canadian-Owned" IT staffing/consulting company.
Procom's areas of staffing expertise include:
Application Development
Project Management
Quality Assurance
Business/Systems Analysis
Datawarehouse & Business Intelligence
Infrastructure & Network Services
Risk Management & Compliance
Business Continuity & Disaster Recovery
Security & Privacy
Specialties Contract Staffing (Staff Augmentation)
Permanent Placement (Staff Augmentation)
ICAP (Contractor Payroll)
Flextrack (Vendor Management System)
Our client is looking for a Business Systems Analyst to join a team that does the modeling and testing within a Risk Modeling group. This team is aiming to build and streamline processes and reduce manual intervention.
Business Systems Analyst Job Details
Data Management for Model Refinement and Development
-Manage the data and information for the model development and refinement and ensure the data extracting activities for the modeling purpose adhere to the Enterprise Risk Data Governance (ERDG) framework.
-Design the process and tool to track and analyze the feedback information from override reports, user/lender feedback, validation and audit; prepare the aggregated report based on the feedback information to support the model calibration and tuning activities.
-Coordinate data submission to data vendors on a regularly scheduled basis. Ensure that data integrity is maintained throughout the submission.
-Ensure that corporate compliance requirements related to the client information are maintained on an ongoing basis.
-Model reviews: provide a sample set as needed and summary reports for model review or model development purposes.
Default Data Management
-Manage the collection and review of non-retail portfolio default data, which involves the BRR data for migration matrices, as well as the calculation of realized losses and realized exposure at default to support the Bank's estimation of Probability of Default (PD), Usage Given Default (UGD), and Loss Given Default (LGD).
-Obtain appropriate signoff and ensure data is delivered for upload into the system.
-Participate in the special Basel projects related to historical data capture for acquired non-retail portfolios.
-Ensure adherence to the Enterprise Risk Data Governance (ERDG) framework and participate in the annual ERDG self assessment.
Data Management for Model Validations:
-Obtain data from the appropriate override data pull tool
-Compare data against the applicable override report, removing inappropriate data
-Request through different lines of business any additional data needed for validation efforts (private/public information, country of risk, etc., as outlined by MVM). Review this data once provided to ensure reasonable data integrity.
-Review applicable Quality Assurance Testing (QAT) reports, previous validation reports, audit reports, user / lender feedback, etc., to ensure that any previous model-related findings are understood and assessed appropriately
-Assess the sampling and data augmentation approaches used by MVM (as applicable) for the validation exercise
-Improve the process and design the tool as necessary to make sure the data collection for the model validation is replicable and reusable for the model development.
Business Systems Analyst Mandatory Skills
-Business Analysis
-Excellent communication skills
-Documentation
-Knowledge of Microsoft Word, Excel, PowerPoint
-SharePoint
-MS-Access
-Knowledge of database Reporting tools
-SQL
NICE TO HAVE
-Programming skills in SAS, SQL Server, MS-SQL Server and VBA are desirable
-Business objects
-Tableau
-Crystal reports
-Knowledge of commercial and/or corporate lending
-Ability to read and interpret balance sheets and other financial statement data
-BASEL
