Barclays - Model Development/Validation - SAS/SQL (1-5 yrs)
- Looking for candidates with Credit risk background.
- Hands on experience into statistical risk modeling.
- Knowledge of banking industry risk framework and the use of models to assess risks.
- Understanding of customer life cycle processes from the stage of underwriting, customer management to collections.
- Minimum of 2 years of prior work experience into similar roles.
- Only candidates from premier statistical/engineering/MBA institutes must apply.
- Skill set of SAS & SQL is must.
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