Model Validation & SAS Role - Banking

MRM- Model Validation and SAS 

We have an interesting opportunity with the world's leading Banking client for Bangalore.

Strong experience in MODEL VALIDATION and Model development

Strong in SAS and SQL.

Responsibilities:

- Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit, and operational. Also, may develop, validate, and strategize uses of scoring models and scoring model related policies.

- Conducts statistical analysis for risk related projects and data modeling/validation.

- Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language.

- Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.

- Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.

- Analyzes and interprets data reports, make recommendations addressing business needs.

- Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.

- Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.

- Validates assumptions; escalate identified risks and sensitive areas in methodology and process.

Qualifications:

- Proficient with SAS, Excel

- Consistently demonstrates clear and concise written and verbal communication skills

Education:

- Masters/University degree or equivalent experience