Manager - Credit Risk Development - Risk Analytics - Bank

Opportunity with one of the banking major for Bangalore and Mumbai location

- SAS is must with BFSI domain

- Experience 5 years to 8 years

- Credit Risk model development.

- Strong programming skills in SAS are required. Basic programming skills in Python and R

- SAS programming experience

- Experience of working in SAS for a financial institution.

- Expected to work with moderate supervision and guidance

- Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.

- Experience in developing end-to-end automation of modeling processes

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Work as an individual contributor.

- Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process

- Enhance current software platform as per request raised by model development and other teams

- Develop from scratch new software and technological platforms to deliver similar and enhance functionalities

- Support Migration of existing codes to new big data platform

- Maintain inventory of codes and access controls as per control process

- Improve code management, request management and access control processes

- Improve code run time and standard report generation process

- Produce on-demand runs to support analytical requests from peer groups and model sponsors

- Work closely with all modeling functions as the codes developed by this team will be used by all others

- Support extensive user acceptance and implementation testing of the code

- Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process

- Deliver comprehensive write-up of software platform development and maintenance process

- Understand model variables and economic forecasts

- Work closely with cross-functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team

- Maintain and improve automation solutions

- Ensure timely completion of governance controls