Currently we are Hiring for Model Development
Location : Gurgaon/Noida
Job Description :
- Model Development - (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 Tool experience.
- Highly proficient in BASE SAS / Advance SAS / MACROS / SQ
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