Manager/ Senior Manager - Risk Modelling - Ccar/ Basel - SAS

  • Gurgaon
  • Confidential
  • 5-10 years
  • Views
  • 12 Jul 2019

  • Finance/ Accounts

  • Accounting/ Taxation/ Audit
Job Description

Roles and responsibilities 

M/SM- Risk Modelling (CCAR/BASEL)

Location- Gurgaon
Required Experience- 5 to 10yrs
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.

Education :
- A postgraduate 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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