Assistant Manager/Manager/AVP - CCAR Risk Modeling - SAS - KPO

Looking for professionals with 2-10 years of experience in Credit Risk Modeling & hands on experience in SAS.

Objectives: Positions within Global Consumer Risk Management for CCAR/CECL/DFAST stress loss model production forecast and reporting and analytics team for the secured portfolios.

Core Responsibilities: This position within Global Consumer Banking will generate production results of CCAR/DFAST, CECL stress loss-forecasting models for international secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:

- Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.

- Implement new or enhanced models in production environment

- Continuously work to maintain and improve governance controls relates to implementation and production process

- Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.

- Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for production process.

- Deliver comprehensive write-up of production results and process as per internal and regulatory standards

- Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.

- Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams

- Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team

- Maintain and improve automation solutions for production process

- Ensure timely completion of governance controls and production results under tight timelines

Education: Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBAs should apply only if they are interested in career in specialized quantitative risk management discipline.

Skill set - Strong programming skills in SAS is necessary. Working knowledge of Tableau, Python or R is a plus.

Required skills:

- 2 - 10 years of SAS programming experience

- Experience of working in SAS for a financial institution. Experience in a model production team is a plus

- Automation experience would be plus

- Basic programming skills in Python or R

- Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.

- Extensive experience in SAS based model production environments.

- Experience in developing end-to-end automation of production processes

- Expected to manage own projects independently.

- Ability to work effectively in cross functional teams, including model development, country/region's business stakeholders, model validation and governance teams and model implementation team

- Documentation of model production results for internal oversight/regulatory submission

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Work as an Individual Contributor