Manager - SAS CCAR Modelling - Banking Domain

  • Delhi
  • Confidential
  • 4-8 years
  • Views
  • 27 Nov 2018

  • Business Analytics

  • Banking - Retail
Job Description

Skills required - SAS
Manager : SAS + CCAR Modelling + Banking domain

Work Experience :
- 4+ years of work experience developing risk models (CCAR) 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.
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. 

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.

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