Description
SAS Credit Risk Modeller
We are currently looking to resource an experience SAS credit Risk Modeller to work for a large financial services company along the M4 Corridor. you will be joining an existing team of SAS credit Risk Modellers who are supporting several high priority deliverables including the development of models to support operational decisioning and IRB.
Purpose of the role
- Development of credit risk scorecard models to support Basel II IRB, and operational decisions.
- Maintenance of existing model suite, including ad hoc analysis and resolution of queries around the capital and provision models.
- Development of credit risk scorecard models.
- Ad hoc credit risk analysis using SAS.
- Management, mentoring and knowledge transfer to existing team members.
Skills and experience
- Credit risk,
- SAS,
- scorecard model development,
- Basel II IRB.