Manager - Credit Risk Modelling - SAS + Credit Risk + Modelling

Manager - Credit Risk Modelling

- The candidate should have analytics experience at least 5+ years in BFSI domain with sufficient exposure of Fraud Analytics

- Must have a strong knowledge of SAS

Responsibilities :

- Contribute to how analytical approach is structured for specification of analysis

- Participate in design of analysis and modeling approach with senior managers and the client

- Drive project methodology with relative ease

- Emphasis is on ownership and executing end-to-end delivery of analysis

- Extremely comfortable working with data, including managing large number of data sources, analyzing data quality and pro-actively working with client's data/ IT teams to resolve issues

- Use variety of analytical tools (SAS, CART, SPSS etc.) and techniques (regression, logistic, GLM, decision trees, machine learning, artificial intelligence etc.) to carry out analysis and drive conclusions

- Reformulate highly technical information into concise, understandable terms for presentations

Qualifications :

- Master's or Bachelor's degree in engineering, math, statistics, economics or related field from top-tier universities with a strong record of achievement, solid analytical ability, and an entrepreneurial hands-on approach to work

- 3+ years of consulting, analytics delivery experience and overall 6+ years of experience

- Very strong analytical skills with the demonstrated ability to research and make decisions based on the day-to-day and complex customer problems required, overall 6+ Yrs of experience

- Basic knowledge of financial instruments - Options, Forwards, Futures etc.

- CFA/FRM are not mandatory but an added advantage

- Excellent communication skills - Ability to present analysis and findings to the senior leadership of the client

- Strong in SAS/R, SQL, Excel and VBA