Data Engineer - Stress Testing
ABOUT THE JOB

The Stress Testing Data Analytics (STDA) team belongs to the Produce Pillar of MS4U department. The MS4U department focuses on several key missions: developing models (pillar 1 and pillar 2), conducting backtestings and simulation activities, producing regulatory stress testing exercises (EBA, ECB), supporting ICAAP and budget exercises, generating IFRS9 ECL reports, preparing regulatory reporting (including climate risk, NPL, benchmarking RWA/IFRS9), and performing local stress tests.

The STDA team consists of data engineers and project managers working within the scope of credit risk and securitization. STDA collects, analyzes, reconciles, and builds databases to ensure the success of these exercises.

The team works in a Big Data environment.Dataiku V14 streamlines collaborative development (in SQL, Pyspark) by allowing multiple team members to design, test, and deploy data workflows, while Power BI enables sh...