Modeling + SAS/R Role - IFRS - KPO

- Build statistical models involving multiple techniques like Logistic Regression, GLM etc.

- Extract data from multiple platforms and conduct analysis using statistical and mathematical methodologies and tools

- Ensure all deliverables meet client expectations in terms of scope, speed & quality.

- Strong problem-solving skills - the ability to ask the right questions, formulate a comprehensive set of hypothesis, identify significant factors, and adopt the appropriate solution framework need based product solutions

- Create detailed documentation outlining design and technical specifications of each solution

- Play a business development role and generate additional projects from other clients within the organization

Work Experience :

- 2+ years of work experience developing risk models (IFRS9) in Retail Banking.

- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models

Domain Experience:

- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.

- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.

Education:

A post-graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.

Tools & Certifications:

Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

Other Desired Qualifies:

- Good communication (both written and verbal) skills,

- Identifies key project stakeholders and develops an appropriate stakeholder communication plan.

- Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones.