IBM - SAS Consultant - Credit Risk

Role & Responsibilities :

- Develop, Review, Validation of Basel/Capital model on risk factors PD, LGD, Credit Portfolio) for retail and wholesale portfolios

- Documentation aspect of model development is key as are the skills to present this information to peer review and independent review of model governance committees.

- Manage Basel Modelling, PD, LGD Model Development

- Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, financial modelling, credit risk calculations are preferred

- Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development.

- Demonstrate Credit Risk Model Development.

- Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees

- Prepare effective material for dissemination to key business stakeholders at all levels of seniority and obtain approval by the clients

- Support ad-hoc requests in support of the business as necessary

- Ensure timelines around project deliverable are met and all the stake holders are informed about the status of the projects

- Drive standardization of analysis and processes to gain efficiency

- If you thrive in a dynamic, collaborative workplace, IBM provides an environment where you will be challenged and inspired every single day. And if you relish the freedom to bring creative, thoughtful solutions to the table, there's no limit to what you can accomplish here.

Required Professional and Technical Expertise :

- Minimum 2+ years of experience in Finance domain

- Proven Mathematician/Statistician or quantitative background with knowledge of economic and econometric models (at least master's degree)

- Expertise in Basel Modelling, PD, LGD Model Development and Validation, economic capital modelling, from any Competitor, Bank / with Risk Management experience in the wholesale and retail area

- Proven communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts;

- Proficient in high customer orientation and conflict management

- Working knowledge of credit risk or Basel/capital model development

- Ability to convert business needs into modelling needs

- In-depth experience on modelling tools and techniques and aware of recent advancements in the field

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Demonstratable knowledge in organizational, analytical, problem-solving and project management skills

- Solid SAS (with analytical and statistical packages) knowledge (at least 5 years of use)

- Strong Excel capabilities (e. g. pivot, macros), Strong Powerpoint capabilities (e g. animation)

Preferred Professional and Technical Expertise :

- Ambitious individual who can work under their own direction towards agreed targets/goals

- Proven change management and be open to it good time management and work under tight deadlines

- Proven interpersonal skills while contributing to team effort by accomplishing related results as needed

- Maintain technical knowledge by attending educational workshops, reviewing publications