Auronova - Associate Risk Consultant - Retail Analytics - SAS

About Company :

- Auronova Consulting Solutions Private Limited (Auronova) is a Mumbai based startup. Auronova is a specialized risk management consulting company providing financial consulting to banks & other financial institutions primarily in India and middle-east (GCC) region. We cover the entire risk management spectrum from Credit risk, Market risk, Operational risk including Pillar II and Capital Adequacy.

Job Title : Associate Consultant

Requirement :

- Experience in SAS

- Working experience in retail analytics

Responsibilities :

- Extraction of data from different data sources

- Data Cleaning and audit for model validation & development

- Preparation of Factor Long List for different models

- Writing SAS programs for model validation/development

- Development of PD, LGD and EAD Retail Models

- Testing performance of developed models

- Validation of developed models on different samples

- Exploring different technique of retail analytics

Client Handling : Understanding client requirements, problems etc

- Doing independent research to come up with innovative solutions/ideas

- Preparing presentations and other documents as per client requirements

- Giving presentations to Senior Management

Location : Mumbai