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Meghna

Management Trainee at Huquo

Last Login: 13 November 2021

Job Views:  
257
Applications:  49
Recruiter Actions:  27

Posted in

Consulting

Job Code

1004263

Assistant Manager/Manager/Senior Manager - Model Development - SAS

5 - 10 Years.Gurgaon/Gurugram
Posted 3 years ago
Posted 3 years ago

Experience : 5-10 years in Banking Industry(retail & non-retail)

Technical Skillset :

Skilled in : SAS/SQL/R/Python

- Advanced skills in MS Excel

- Predictive Modeling/Logistic / Linear Regression

- Decision Trees

Banking Domain Requirements :

- Strong understanding of banking products such as mortgages, credit cards, loans and advances

- High level of proficiency in the development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.

- Hands-on experience working on PD, EAD, LGD models, RWA calculations, Capital computations

- Experience working with leading global banks on the regulatory model development either for Secured or Unsecured portfolios

- Self-driven, able to work independently, strong problem-solving skills along with excellent communication

Role Competencies :

- Experienced in the development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with the understanding of these concepts

- Skilled in validation and monitoring of internal and external risk models by computing standard metrics

- Skilled in developing and analyzing product-specific solutions within the banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others

- Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance

- Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience

- Ability to drive discussions with the stakeholders and present the findings/summary of the project activities

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Posted By

user_img

Meghna

Management Trainee at Huquo

Last Login: 13 November 2021

Job Views:  
257
Applications:  49
Recruiter Actions:  27

Posted in

Consulting

Job Code

1004263

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