Description
Our client is recruiting for a Credit Risk SAS modeller to join their Central Stress Testing Capability programme which ahs been designed to deliver a scenarios based stress testing capability to meet Senior Management and Regulatory expectations.
Role responsibilities:
*To work with a dedicated team of data analysts by specifying requirements
*Deliver accurate, reliable, robust and complete portfolio models
*Use industry standard statistical analysis (SAS) to develop the portfolio models
*Document the models built according to governance standards
*Ensure the models pass through the approval process
Skills/experiences required:
*Ability to develop models to fit observed data trends
*Strong data extraction and manipulations skills
*Advanced model implementation background
*Good documentation and communication skills
*SAS version 9
*Experience relating to Credit Risk and Stress Testing models