Position in Model validation role:  Requirements :  - Advanced understanding of the quantitative techniques used in developing and validating PD, LGD, EAD and credit decision models.  - Strong numerical programming ability and hands-on expertise with one or more statistical packages such as SAS. Expert user of Microsoft Excel and other MS Office utilities.  - Production of high quality written communication including reviews of models, risk policies, results of research and presentations for technical and non-technical audiences.  - Assertiveness; ability to convincingly argue and rationalize own point of view while keeping a realistic and pragmatic perspective.  Preferred :  - Knowledge of one or more of the following areas of credit model risk management:  - Scorecard models, regression analysis, reject inference, decision trees, cluster analysis and neural networks, covering Application/Behavioral Risk, Value/Risk Reward, Pricing/ Response/Prepayment, Collections.  - Familiarity with FSAFCA regulations and IFRS9 accounting standards.  - Experience in working with audit, regulators and compliance.  - Being able to deliver under pressure.  - Good understanding of banking environment and credit risk related products for loan book.  Shilpi 09899180581

Delhi NCR

Assistant Manager - Model Validation - SAS Based Credit Risk Modelling - PD/LGD/EAD 

Assistant Manager - Model Validation - SAS Based Credit Risk Modelling - PD/LGD/EAD  ,Job Description for Assistant Manager - Model Validation - SAS Based Credit Risk Modelling - PD/LGD/EAD  in Ewyn in  Delhi NCR for (3-7) years of experience. Apply Now!

Job Description for Assistant Manager - Model Validation - SAS Based Credit Risk Modelling - PD/LGD/EAD  in Ewyn in  Delhi NCR for (3-7) years of experience. Apply Now!