A major Belgian financial institution is extending its risk data and calculation infrastructure to consolidate risk calculations into a single central calculator used for credit acquisition, monitoring and regulatory capital management. This role sits within the Risk & Credits cluster and combines functional and technical analysis with hands-on SQL (Sybase IQ) and C# work to deliver ETL documentation, reports and test artefacts.
The mission
The risk cluster runs several parallel squads working on evolutions to the central risk calculator, implementation of CRR3 parameters and related risk reporting initiatives. The current architecture has been in production since 2016 and the programme focuses on expanding calculator functionality to support acquisition scoring, automated decision models and regulatory capital flows. You will operate inside multi-disciplinary risk squads and contribute to delivering robust data pipelines and calculation logic used by credit risk teams and regulatory reporting.
Day to day you will translate business requirements from risk teams into detailed functional and technical specifications, write and validate SQL queries for reporting and testing, and document ETL/data transformation rules so developers can implement the required logic in C#. You will work closely with developers, model owners and testers to ensure implemented rules produce the expected results in batch processing and nightly runs.
Your responsibilities
- Translate business requirements into clear functional specifications and pseudo-code that developers can implement in C# and SQL
- Produce and maintain ETL and data transformation documentation so data lineage is auditable for reporting and regulatory review
- Develop and run Sybase IQ SQL queries to produce reports and to validate calculation results during testing phases
- Support test activities by designing test cases, executing data tests and verifying fixes for batch processing
- Collaborate with model owners and developers to ensure business rules and automated decision models are correctly integrated into the central calculator
- Communicate analysis outcomes to stakeholders and update requirement documentation following sprint deliveries
Your profile
Essential skills
- 2–4 years experience in functional analysis and development in a large company or complex IT environment
- Strong capability writing and troubleshooting SQL, with hands-on experience in Sybase IQ for reporting
- Practical experience supporting or scripting implementations in C# and documenting ETL/data transformation rules
- Proficient with MS Office tools: Word, Excel, PowerPoint and Access for documentation and analysis
- Solid testing skills, including test-case design and data validation for batch processes
- Strong analytical thinking, attention to detail and ability to present findings to technical and business stakeholders
Preferred skills
- Experience with SQL Server and Oracle for test or analysis use
- Familiarity with XML and SOAP integrations
- Knowledge of credit risk concepts, CRR3 or MCD related rules, or prior exposure to risk model implementation
Languages
- Dutch, C1 spoken/listening and B1 written (or) French, C1 spoken/listening and B1 written, at least one required
- English, C1 written and good spoken comprehension
Education
- University degree or equivalent experience, preferably with a quantitative focus (mathematics, economics or similar)