Analytics Hiring at Pylon Management Consulting Pvt Ltd
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Manager - Credit Risk Development - Risk Analytics - Bank (5-8 yrs)
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
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