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Credit Risk & Regulatory Data Engineer (Dataiku / IFRS 9 / Basel III) (M/F)
LUPosted 1 months ago
onsite
Job Description
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.