Your next challenge:
You will join a transversal team at the crossroads of Finance, Risk and
IT, playing a key role in the industrialisation and reliability of regulatory
calculation engines and associated data flows.
Design,
maintain and enhance Dataiku-based solutions supporting regulatory
calculation engines (RWA, ECL – IFRS 9, Basel III).
- Develop,
maintain and optimise robust data pipelines ensuring reliable, traceable
and well-controlled flows from source systems to calculation and reporting
layers. - Contribute
to Basel III (Pillar I) RWA calculations, with a strong focus on data
consistency, controls and explainability. - Support the
production of IFRS 9 ECL figures by contributing to data transformations,
variation analyses and related controls. - Support
regulatory reporting processes (FINREP, COREP, Large Exposures, AnaCredit)
by ensuring data integrity, traceability and quality. - Implement
evolutions driven by regulatory changes, model updates or business needs,
in line with IT governance and release management processes. - Perform
data quality checks, reconciliations and analyses in close collaboration
with Finance and Risk teams during monthly and quarterly closing cycles. - Act as a
technical reference on Dataiku, SQL and data engineering topics,
supporting users and promoting best practices. - Contribute
to the continuous improvement of the internal control framework, including
process documentation, testing activities and support to internal or
external audits.