Credit Risk Domain Expert

1 month ago


Pune, India SAS Full time

Credit Risk Domain Expert - Development

Job Locations IN-Pune Requisition ID 20060673 Job Category Research and Development Travel Requirements None

Product Development:

Collaborate on the development of SAS Solution for Regulatory Capital. Assess the impact of new regulations (Basel 4, CRR3) on the existing solution. Develop regulatory capital calculations using SAS programming and tools. Contribute to the design, development, unit testing, integration testing, and documentation of product features. Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features. Participate in defining user stories and acceptance criteria for product features.

  Regulatory Expertise:

Analyse and interpret complex regulatory requirements with minimal supervision. Scope and define work effort for regulatory updates, including task breakdown and estimation. Review business and solution requirements/design documents for accuracy.

Requirement

Technical Skills and Experience (Mandatory)

Regulatory Capital Expertise: Exposure to calculating regulatory capital for credit, market, and operational risks.Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulationsExposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.Exposure to banking data preparation for regulatory reports like COREP and FINREP. Risk Management Qualifications: professional risk management qualification, such as FRM or equivalent. Programming Skills: Strong proficiency in SAS programming language, including Base SAS, SAS Macros.Hands on expertise of SQL, Python Software Development Aptitude: Demonstrated ability to write clean and efficient code through prior programming experience.

Additional Skills (Desirable)

Agile Methodology: Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.

Behavioral Skills

Continuous Learning: Actively seeks to stay updated on the latest regulatory developments and readily applies new knowledge to work processes. Analytical and Communication Skills: Ability to evaluate complex information, develop clear recommendations, and effectively present findings while seeking feedback. Collaboration: Proven ability to work collaboratively with colleagues across different teams to achieve shared goals.

Mandatory Technical Skills

Regulatory Capital Expertise: Exposure to calculating regulatory capital for credit, market, and operational risks.Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulationsExposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting. Programming Skills: Strong proficiency in SAS programming language, including Base SAS, SAS Macros.Hands on expertise of SQL, Python Software Development Aptitude: Demonstrated ability to write clean and efficient code through prior programming experience.

Total Years of Relevant experience

3-5 Years

Education Preference

Bachelors or master’s degree in statistics, applied mathematics, computer science, or a related field

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