Description
Our banking client are looking to take on an experienced SAS Developer with strong knowledge of Credit Risk and IFRS 9.
Role and Requirement:
- Maintenance, development and administration of Analytical Base Table (ABT)
- ABT is used for credit risk modelling - Takes 2-3 days of run time
- As ABT administrator, you will be responsible for collecting and implementing (coding) the requests from the modelling teams.
- Making sure that the data in ABT is updated
- Documentation maintenance is also part of the responsibilities
- Based on the summary from the modelling teams, the ABT data quality analysis needs to be performed
- This includes implementing the code, distribute and maintain data quality documentation