Modeler - SAS - BFSI Domain

Maven Workforce Pvt Ltd
  • Bangalore, Kolkata
  • Confidential
  • 3-8 years
  • 198 Views
  • 18 Sep 2015
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  • Business Analytics

  • Financial Services/ Capital Markets, Banking - Retail
Job Description

Model Risk Management Group- Independent Review

Major Responsibilities: Independent review of the following models (Credit and Market risk)

- Basel Models

- CCAR Models

- Anti-Money Laundering Models

- Allowance Models

Lines of business covered: BFSI (Banking and financial services).

Duties and Responsibilities: In-depth review of models covering the following:

- Model implementation accuracy

- Model data intuitiveness and business sense

- Model Methodology

- Statistical methods used

- Variable selection process

- Data adjustments

- Model Performance

- Back testing

- Sensitivity

- Benchmarking

- Outcome Analysis

- Independent review report

Job Requirement:

- Masters in Statistics/ Mathematics/ Economics/ MBA Finance

- Hands on experience in SAS and MS Excel


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Maven Workforce Pvt Ltd