Description
SAS Developer - Credit Risk SAS Modeller - Base SAS Consultant
Our client is looking to recruit the services of an experienced SAS Developer with Proven Credit Risk modelling experience to work on-site at a large banking organisation. Reporting to the Implementation Team Lead, the Senior SAS Modeller is responsible for developing SAS code used for business impact analysis and testing of wholesale models covering credit risk Risk Weighed Assets.
The post holder will be required to:
- Develop model code using base SAS from model specification documentation.
- Source internal and external credit risk data used to run models.
- Support testing of model code developed in SAS and the firm's strategic model system.
- Support operational batch processing and exception reporting of models in SAS.
Experience: Relevant experience for the role
- Strong base SAS skills.
- Understanding and experience of credit risk model design, including input parameter tables, model operational design and development.
- Knowledge of wholesale investment and commercial banking and associated products and credit processes.
- Knowledge of risk management and control processes appropriate to a financial services environment.
- Broad understanding of infrastructure supporting risk management processes and reporting.