Credit Risk Model Development - SAS - Financial KPO

We are looking for positions in Analytics with a leading Financial KPO at Delhi/ NCR

Experience : 6-8 years exp with good exposure in development of Credit risk models using SAS .

Role & Responsibilities :

- Primary role will include development of credit risk models for various banking portfolios

- Design, Model and Implement data architecture and analytics solutions.

- Development of models to support the stress testing activity within Risk and Finance.

- Provide business with insights and recommendations in order to improve strategy and process.

- Identify and use cutting edge techniques to develop best in class decision tools.

- Share and seek out best practice across the modelling areas to develop self.

- Develop high-standard SAS code and model documentation.

- Work closely with the model monitoring team to support timely and insightful model performance tracking, enabling the business to make rapid credit decisions against market condition changes

Good understanding of Proficiency in SAS and SQL, or other suitable statistical programming language, MS Office Skills (Preferably Word, Excel & PowerPoint).

Ability to act as - Team Expert- in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39