Credit Risk Modeller - SAS - BFSI

The job-holder's responsibilities cover the model validation of all models included in the Wholesale Credit Risk function i.e. Credit Risk Model development - PD, LGD, EAD, CCAR, Stress Modelling and validation.

SAS is must.

Functionally drive the validation methodologies and design the global validation framework

Needs to manage functionally / administratively or both a team of Analysts and Managers

Engage with senior management, model owners and model sponsors as well as model reviewers and approvers