Hitachi ConsultingConsultant
Sep. 2007 - Jan. 2010Lisbon Area, PortugalParticipated as a BI Consultant in Financial Services Industry projects (Risk Management and Basel 2 areas). Main activities were:
- Analysis and requirements definition for estimating Risk Factors (PD, EAD and LGD) for Mortgage, Corporate and SME portfolios.
- Design and implementation of a Credit Risk Datamart to support Risk Calculation, Capital Reporting and Information Sharing among Risk Analysts and Managers.
- Implementation of data quality processes using SAS Data Integration Studio and SAS Base.
- ETL process implementation using SAS Data Integration Studio and Windows Batch Scripts.
- Data assessment and data quality analysis for IRBA regarding Basel 2 in Financial Serivces, using SAS Enterprise Guide.
- Implementation of Web Services for online calculation of risk factors.