40 hours per week -
01-06-2023 till 31-12-2023 -
Possible extension: Yes
Assignment context and description of activities
In 2023 new Basel A-IRB models are implemented for Alfam loans (Consumer Credit).
A-IRB = Advanced Internal Rating Based models; FML = Future Model Landscape
The implementation is complex due to a long data flow through a chain of applications until the Risk Weighted Asset is calculated. One of these applications is the Alfam Datawarehouse (ADWH).
You will be part of a Data Engineering scrumteam within Alfam that develops the new part of the ADWH with an data-connection to centralized calculation services RaaS (Risk as a Service). Also, this team is responsible for consuming data from different sources and transforming it the right way in ADWH to develop and deliver Regulatory Reporting for the ECB/ DNB.
This team is called team Omega and is part of the CDIO domain within Alfam. The team will consist of 3 Business Information Analysts (BIA’s) and 5 Data Engineers.
With the following results (SMART)
Design, Setup and Development of new part of ADWH especially for New A-IRB models
Batch datatransfers with RaaS
Develop changes to the existing Regulatory Reporting ETL in ADWH
Design and develop additions to the DQ Control framework
Testing of the above
Documenting of the above (input for documents that the BIA provides)
Work must be delivered according to architectural standards within Alfam and ABN AMRO
Relevant knowledge, skills, competences & desired education level
Senior level of experience and knowledge in regards to:
Microsoft SQL Server: Stored Procedures, TSQL and SSIS
Data modelling and architecture (especially Business Data Vault and Kimball)
Preferably functional knowledge of Basel/ Risk Model landscapes and banking Regulatory Reporting chains
Preferably experience with developing API connections to a database
Senior competence in:
Working together in a team towards a hard deadline (not so much Agile)
Never lose sight on high quality
Excellent analytical skills
Preferably able to understand some Dutch
Sean Verhoef +31(0)20-3337629