Technical Expert

Context
In the department Credit Risk Management, our team is in charge of the set-up of the risk data and calculation infrastructure.
Several projects are currently led by Risk Business Architecture:
- ASSYST: the implementation of a new risk calculator
- implementation of acquisition scoring
- implementation of automated decision models
- implementation of Basel II parameters - RADaR: the implementation of BCBS239
- finalization of an interactive reporting environment
- extension of the central data store
- implementation of data lineage and data governance processes

The aim of the projects is to extend the Risk Infrastructure: consolidate all necessary data in a common database and leverage for the different missions of the Risk department.
The basic infrastructure is implemented in Production since September 2013. The goal of the current activities is now to extend the data store to develop the different applications to calculate, monitor and manage the Credit Risk within BNPP Fortis.

Function Description
Main tasks as technical expert:
° implement algorithms used by Risk in C# (FACT)
° develop SQL queries (Sybase IQ) as part of report development
° use SQL queries (SQL Server, Oracle) for test & analysis purposes
° document data transformation (ETL) rules

Start SAP
Duration 31/12/2016

Location
Brussels