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Credit Risk Modeler - SAS - BFSI/Consulting (2-8 yrs)
JD For Credit risk Modeler :
- Develop, maintain and validate predictive models deployed by the organization
- Prepare detailed documentations on the predictive models
- Test the model results by employing various statistical/machine learning techniques
- Thoroughly evaluate the model w.r.t. its predictive power and prepare detailed analyses and presentations for the model results
- Develop a detailed understanding of the various risk models, including credit risk, market risk and liquidity risk models and regulatory models (e g. PD, LGD, EAD, VAR, etc)
- Basics of logistic regression based modelling (Out lier treatment, variable reduction, multi collinearity etc)
- Ability to execute high-level specification of data analysis tasks. Attention to details, and quality and correctness of data is very important.
- Highly self motivated and professional. Ability to consistently meet deadlines and deliver high-quality materials. Ability to work in a fast-paced environment.
- Excellent interpersonal skills, with the ability to develop strong working relationships and effectively influence all levels of business.
- Ability to naturally assume ownership of initiatives, requiring minimal supervision to consistently deliver outstanding results.
- Experience in SAS is must.
- Good analytical thought process and aptitude for problem solving.
- Must be analysis-oriented, enjoy work with new tools, and be a self-motivated learner.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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