Barclays - Model Development/Validation - SAS/SQL

- 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.