Manager - Credit Risk Modelling - SAS + Credit Risk + Modelling (6-9 yrs)

4 weeks ago


Delhi NCR, India iimjobs Full time
Manager - Credit Risk Modelling

  • The candidate should have analytics experience at least 5+ years in BFSI domain with sufficient exposure of Fraud Analytics
  • Must have a strong knowledge of SAS

Responsibilities :

  • Contribute to how analytical approach is structured for specification of analysis
  • Participate in design of analysis and modeling approach with senior managers and the client
  • Drive project methodology with relative ease
  • Emphasis is on ownership and executing endtoend delivery of analysis
  • Extremely comfortable working with data, including managing large number of data sources, analyzing data quality and proactively working with client's data/ IT teams to resolve issues
  • Use variety of analytical tools (SAS, CART, SPSS etc.) and techniques (regression, logistic, GLM, decision trees, machine learning, artificial intelligence etc.) to carry out analysis and drive conclusions
  • Reformulate highly technical information into concise, understandable terms for presentations

Qualifications :

  • Master's or Bachelor's degree in engineering, math, statistics, economics or related field from toptier universities with a strong record of achievement, solid analytical ability, and an entrepreneurial handson approach to work
  • 3+ years of consulting, analytics delivery experience and overall 6+ years of experience
  • Very strong analytical skills with the demonstrated ability to research and make decisions based on the daytoday and complex customer problems required, overall 6+ Yrs of experience
  • Basic knowledge of financial instruments
  • Options, Forwards, Futures etc.
  • CFA/FRM are not mandatory but an added advantage


Excellent communication skills
  • Ability to present analysis and findings to the senior leadership of the client
  • Strong in SAS/R, SQL, Excel and VBA

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