Modeler - SAS - BFSI Domain

We have an opportunity with one of IT & Consulting Organization . Please find the details.Location: Bangalore/Mumbai

Exp: 1 - 15 Years

Compensation: Best in industry

Job Description: Model Risk Management Group- Independent Review

Major Responsibilities: Independent review of the following models (Credit and Market risk)

- Basel Models

- CCAR Models

- Anti-Money Laundering Models

- Allowance Models

Lines of business covered: BFSI (Banking and financial services).

Duties and Responsibilities: In-depth review of models covering the following:

- Model implementation accuracy

- Model data intuitiveness and business sense

- Model Methodology

- Statistical methods used

- Variable selection process

- Data adjustments

- Model Performance

- Back testing

- Sensitivity

- Benchmarking

- Outcome Analysis

- Independent review report

Job Requirement:

- Masters in Statistics/Mathematics/Economics/MBA Finance

- Hands on experience in SAS and MS Excel

Please share your updated resume with me if interested.