Solytics Partners - Quantitative Consultant - Statistical Modelling - SAS

Solytics is seeking a Quant professional/data scientist with strong statistical/ML skills and expertise in performing statistical analysis/model development using SAS platform. Prior experience/knowledge in Credit risk/Credit rating modelling/validation/ implementation and other MRM activities for banks will be a plus.

Responsibilities:

As part of the risk analytics team the candidate will be perform one or more of the following on SAS platform

- Uses mathematical or statistical techniques to solve practical issues in finance including credit risk management, or financial market regulation.

- Perform comprehensive review and analysis of models (e.g., Assumption testing, sensitivity, stress testing, back-testing etc.) and deliver comprehensive model documentation.

- Assesses the effectiveness of existing and new risk models and analytics.

- Contributes to the development and testing of new analytical software to ensure that requirements or scope of work are met.

- Sets data gathering mechanisms and suggests improvements as needed.

- Interprets financial analysis results and prepares summary reports of findings.

- Work closely with cross functional teams, including business stakeholders, model validation and governance teams, and model implementation team.

- Deliver high quality client services, including work products, within expected timeframe and budget.

- Develop and maintain effective relationships with clients and team members.

- Participate in large scale client engagements/projects, meetings, PoC's, RFP's etc.,

Key Skills

- Minimum 2+ year experience in executing quantitative analysis, statistical modeling, using SAS platform.

- Prior experience/knowledge in Credit risk/Credit rating modelling/validation/ implementation and other MRM activities for banks will be a plus.

- Strong expertise in complete modelling data management including data exploration

- Strong Expertise in SAS Enterprise guide, SQL and R or Python, etc.

- Ability to work effectively in cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team.

- Ability to communicate technical information verbally and in writing to both technical and non-technical audiences.

- Excellent analytical and problem-solving skills.

Education Qualification : Masters in (Mathematics, Statistics, Financial Engineering, Economics, data science or other Quantitative discipline) with experience in SAS platform