Credit Risk Modeling Professional - SAS/R - Bank

Urgent requirement for Credit Risk modeler / Scorecard Developer / Model Development with one of the Leading MNC Bank for Kolkata location

Position : Lead Manager / AVP - Credit Risk modeler / Scorecard Developer / Model Development

Location : Kolkata

Qualifications :

- Masters in any numeric discipline :- From Tier 1 or 2 Institutes

- Economics / Engineering (or B-tech with relevance experience) / Stats/Maths / MS / MBA in Finance

Experience :

- At least 6-12 years of professional experience in financial services

- Credit Risk Modelling

- BASEL PD, EAD, LGD Models

- BFSI Domain

- Developing SAS Tools and automated SAS Projects.

- Captive Units of Banks

- Consulting Firms for Scorecard Development

- Prior experience in credit risk analytics, risk management and statistical model development

- Understanding of regulatory implications and relevance

- Management of project teams, both direct and matrix

- Understanding of commercial banking and related products

Skills :

- Highly focused on project delivery, attention to detail

- Hands-on statistical knowledge with scorecard /econometric model development capability

- Strong programming skills in SAS and experience of working with large volume of data