Description
Searching for a SAS Developer with experience in BASEL II LGD, EAD and PD. Company is known for holding on to contractors longer term and also converting contractors to perm.
Must have strong Financial or Banking experience.
Please take a look at the job below. If you or someone you know might be interested please send resumes.
1. Have strong SAS programming skill
2. Have strong Excel skill
2. Have some experience with Basel PD, LGD and EAD models
4. Preferably with experience in retail products, ie mortgage, home equity, etc. Skill-set:
Quantitative and analytical skills, proficient with SAS and SQL, proficient in Excel, detailed Oriented and well organized.
Justification/Business Need:
Contract labor proficient in SAS to act as project team support for Loss Given Default (LGD) reporting and LGD Scorecard Database design. Major responsibilities include: Run queries on Oracle database to extract data, develop SAS Programs to build SAS dataset and produce detailed credit reports that are summarized in various segmentations, write SAS scripts to clean-up data, transform/manipulate data, including transpose data from rows to columns, etc., export data and generate credit reports into Excel, perform ad hoc data mining, analysis and reporting, perform other duties as needed.
Services to be Performed:
Project team support for Loss Given Default (LGD) reporting and LGD Scorecard
Deliverables:
SQL queries, SAS scripts to build SAS datasets, detailed Excel extracts and reports.