Manager/Senior Manager - Risk Modelling - CCAR/Basel - SAS

M/SM- Risk Modelling (CCAR/BASEL)

Location- Gurgaon

Required Experience- 5 to 10yrs

Skills required - SAS

Manager: SAS + Banking (minimum 2 years of exp in banking is mandatory)+ Modeling (LGD/PD)

Work Experience :

- 5+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Retail Banking.

- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models.

Domain Experience :

- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.

- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.

Education :

- A postgraduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.

Tools & Certification :

- Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

Other Desired Qualities :

- Good team management, project management, and communication (both written and verbal) skills, including the ability to lead and motivate others.

- Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones.-