Auronova - Associate Risk Consultant - SAS - Retail Analytics

About Company :

Auronova Consulting Solutions Private Limited (Auronova) is a Mumbai based startup. Auronova is a specialized risk management consulting company providing financial consulting to banks & other financial institutions primarily in the middle-east (GCC) region. We cover the entire risk management spectrum from Credit risk, Market risk, Operational risk including Pillar II and Capital Adequacy. Our clientele includes several of the big banks in the GCC region. Going forward, we aspire to grow into more geographies while continuing to expand our business in this region.

Requirement :

- Experience in SAS

- Working experience in retail analytics

Responsibilities :

- Extraction of data from different data sources

- Data Cleaning and audit for model validation & development

- Preparation of Factor Long List for different models

- Writing SAS programs for model validation/development

- Development of PD, LGD and EAD Retail Models

- Testing performance of developed models

- Validation of developed models on different samples

- Exploring different technique of retail analytics

Client Handling :

- Understanding client requirements, problems etc

- Doing independent research to come up with innovative solutions/ideas

- Preparing presentations and other documents as per client requirements

- Giving presentations to Senior Management

Location: Mumbai