Basel Modeler - Credit Risk - SAS

I am hiring Basel Modeler for a leading Professional Services firm in Chile.

The client is a provider of business and technology research, data analytics and investment research services to companies worldwide with its global presence and employee strength of around 3000.

The candidates would need to have experience working with regulators. The format and scope will require the team members to discuss, defend, and support their models and methodologies with the regulators.

Number of Positions: 5

Experience: 4+ Years

Required:

- In-depth knowledge and hands-on experiences in efficient and effective SAS programming to manipulate, manage and work with large databases in SAS.

- Demonstrated experience in a rigorous environment utilizing best practices and methodologies, including data cleansing, sampling, model design, model assessment and performance measurement design and evaluation.

- Expert knowledge of financial products/portfolios and the ability to synthesize data to “form a story” and align information to contrast/compare to industry perspective.statistical model development

- Excellent project management skills in managing multiple projects with challenging timelines; ability to structure, schedule, scope and drive multiple, highly complex statistical model developments and advanced analytics

- Strong oral and written communication skills, including the ability to document and present model development process and analytical results suitable for audiences of all technical levels.

- Ability to interact and collaborate with model validation and governance teams and business advisors effectively.

- Ability to exercise independent judgment and apply prudent credit risk management principles.

- Ph.D. degree preferred with an emphasis in a quantitative discipline such as statistics, mathematics and economics.

- Knowledge of Basel II AIRB framework.

Inviting applications from independent thinkers to make models for Credit Risk team.

Deepika Rawat
09540361555
Senior Relationship Manager
Laksh Human Resources India Pvt Ltd