SAS Risk modelling/Credit risk-- US MNC

4 days ago


Bengaluru Gurugram Pune, India Aspyra Hr Services Full time ₹ 15,00,000 - ₹ 25,00,000 per year

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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