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09/02 Vanita Duggal
Consultant at Manpower Group

Views:4164 Applications:88 Rec. Actions:Recruiter Actions:84

Credit Risk Model Development - IT/KPO/BFSI/BPO (1-12 yrs)

Chennai Job Code: 304176

Job Location : Chennai

Experience : 1-12 years

Skills : experience in credit risk (Wholesale/ retail), model development using SAS

Process Delivery :

- Developing and maintaining models / methodologies for use in IFRS 9 provisioning and / or Basel capital frameworks.

- Sourcing, analysing and preparing data in support of modelling projects.

- Well documented models that meet RBS standards and requirements.

- Delivery of all milestones to agreed dates, budget and quality standards.

- Clear and well-presented analysis.

- Effective engagement with relevant stakeholders, including Model Risk in the context of independent validation.

- Review tasks done by Analysts and guide them on their tasks.

- Should be able to do problem solving independently for issues faced in tasks allocated.

- Prepare the Monthly Planner for the allocated stream of work and re-plan / prioritize as and when ad-hoc tasks come in.

Knowledge, Skills and Qualifications :

- Educated to Post Graduate degree level in a numeric discipline (e.g. MSc Statistics / Mathematics / MBA in Finance / Masters in Economics / Econometrics) with around 3 to 5 years of experience in Credit Risk Modelling / Analytics domain

- Certification in SAS - Base SAS / Advanced SAS Certification and working knowledge in SAS Enterprise Guide is an added advantage

- Good Knowledge of Financial products, Credit Risk and Regulatory Guidelines including CRR, Basel II & III.

- Understanding and experience in data driven analysis and statistical/mathematical modelling.

- Experience of risk systems, methodologies and processes, ideally in a retail and commercial bank environment.

- Extensive SAS Skills

- Strong PC skills, ability to create databases and spread sheets using standard PC packages.

- Good verbal communication skills; strong written communication skills to enable production of high quality documentation at conclusion of modelling projects.

- Proven ability to plan and organise own workload to deliver in a challenging environment.

If feel interested kindly revert ASAP with updated CV & following details :

Current CTC:
Expected CTC:
Notice Period:

Vanita Duggal
Consultant
Experis, ManpowerGroup

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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