Consultant at Manpower Group
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Credit Risk Model Development - IT/KPO/BFSI/BPO (1-12 yrs)
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
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