
SAS Risk modelling/Credit risk-- US MNC
4 days ago
Roles and Responsibilities
- Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics.
- Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives.
- Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth.
- Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance.
Desired Candidate Profile
- 2+ years of experience in Credit Risk Modelling/Analytics or related field.
- Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework.
- Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.
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