VP - Credit Risk Modelling - SAS - Bank

Hiring for VP Position with a Banking Giant.

Domain: Retail Credit Risk Portfolio.

Skills Expertise: Strong Risk Modellers - PD/ LGD/ EAD models, CCAR/ Stress Testing Model Development. Good command over Statistical Techniques like Logistic Regression, Linear Regression, Predictive Analysis, Decision Trees etc.

- Excellent understanding of retail banking / small business / consumer finance products and business life-cycles (e.g. sales, underwriting, portfolio management, marketing, collections.)

- Significant experience in a similar role; at least 10 year of total experience in a retail banking / small business lending analytical function, of which 5-8 in-depth years experience in hands-on quantitative analysis & statistical modeling.

- Hands-on experience in statistical modeling, mining data and understanding data patterns is an absolute necessary to support / mentor the individual's team

Minimum 3 yrs of Direct Team handling experience and good experience in direct client or partner interaction.

Tools: SAS (Mandatory)