AM/Manager/Senior Manager - Basel Modeling - Banking

AM/Manager/Senior Manager - Basel Modeling

We have an exciting Basel Modeling opportunity with a Global banking firm :

Responsibilities :

- Design and development of Basel models, scorecards / decision support models.

- Responsibility for consultation with customers in relation to scorecard design and implementation.

- Provide general consultancy to support customers in their on-going use of credit scores and their generation and interpretation of scorecard monitoring reports.

- Scorecard development, statistical analysis and ad-hoc analysis.

- Appropriate management of time.

Experience/Qualifications :

- Masters or Bachelors in Mathematics, Statistics, Physics, Engineering or similar technical field.

- Experience with various modeling methodologies in a development role.

- 3+ years of default modeling or scorecard development experience preferred.

- Strong communication skills

Relevant Skills / Experience :

- Experience building PD / LGD / EAD models.

- Scoring technology and methodologies.

- Hands on Scorecard Model building would be preferred.

- SAS.

- Advanced statistical methods and quantitative analysis.

- Statistical tools and programs.

Prerna