SAS Regulatory + Modelling Professional

HUQUO CONSULTING PVT. LTD.
  • Delhi, Gurgaon
  • Confidential
  • 5-8 years
  • Views
  • 30 May 2018

  • Business Analytics

  • Banking - Retail
Job Description

Skills required- SAS Manager: SAS + Banking (minimum 2 years of exp in banking is mandatory)+ Modeling (LGD/PD)- Work Experience- 5+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Retail Banking. - Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models. Domain Experience: - Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment. - Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition. Desired Candidate Profile: Education: A post graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques. Tools & Certification: - Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments. Other Desired Qualities: - Good team management, project management and communication (both written and verbal) skills, including the ability to lead and motivate others. - Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones.


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HUQUO CONSULTING PVT. LTD.