Manager/ Senior Manager - Model Development - Credit Risk Modeling

HUQUO CONSULTING PVT. LTD.
  • Gurgaon
  • Confidential
  • 7-11 years
  • Views
  • 17 May 2019

  • Finance/ Accounts

  • Consumer Durables/ Semi Durables
Job Description

1) Model Development - Manager/Sr Manager (Credit Risk Modeling)
- Experienced in credit risk modeling, Advance SAS
- With good communication and presentation skills
- Strong creative/innovative skills
- Excellent problem solving skills
- Good experience with PD,EAD,LGD modeling.
The basic responsibilities of the individual will be :
- Project Management and Mentoring Junior members
- Ensure team is updated with latest regulatory changes and modeling guidelines w.r.t CCAR
- Building new models, Model Re-alignment, Re-calibration
- Provide actionable analytical solutions for business problems
- Analytics on Credit Risk Models and Risk Management Analytics
Expected education/Tool experience :
- Masters/Phd in Statistics/Economics/Mathematics/MBA
- Highly proficient in BASE SAS / Advance SAS / MACROS / SQL


Job Posted By

About Organisation

HUQUO CONSULTING PVT. LTD.