Risk Analytics(Credit Risk Modeler with SAS Exp - Bengaluru, India - Integrated Personnel Services Private Limited

Integrated Personnel Services Private Limited

Verified Company

Bengaluru, India

2 weeks ago

Posted by:

Deepika Kaur

beBee Recuiter

Job Description

About Us
Integrated Personnel Services Ltd. (IPSL) incorporated in the year 2004, with intent to deliver integrated solutions for Recruitment, HR Management / processing and HR outsourcing for IT and Non-IT companies that exactly matching to the client's requirements. IPS Groups customer centric orientation in providing complete HR Solution has fueled its growth and success. Today, our procustomer approach and our endeavor to deliver perfect solutions for our client's requirements in the most efficient and economical way, we have created a niche for ourselves as endtoend HR outsourcing solution provider.

Roles and Responsibility

Credit Risk Model Developer/ Model Validation Analyst
Job Description:
Model development/validation/audit/review primarily for retail, commercial or wholesale

- domain as per regulatory guidelines such as CRR / CRD IV / IFRS9 and BASEL

Validation process involves understanding of model validation / Risk Management guidelines

- such as SR 11/7 and SS 3/18, model development document, testing, and benchmarking- using SAS, and report writing

Accountabilities:

Provide analytical support for different types of modelling tasks which includes but not limited

- to model development, model validation & model risk management.

Expert in credit model development and/or validation of impairment models (IFRS9/CECL)

- and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk- models

Sound knowledge of current market trends and the regulatory agenda related to credit risk

- models - particularly from a UK/European context

Ability to independently review model documentations, undertake appropriate qualitative &

- quantitative analysis and author high quality analytical documentation

Good written and verbal communication and presentation skills and ability to build report

- with the stakeholders to suggest the solution and communicate the impacts

Experience of building and maintaining stakeholder relationships
Programming skills: SAS (primary, minimum requirement), SQL and Python (secondary)
Advanced statistical and quantitative modelling skills: Linear regression, logistic

- regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data- mining/predictive modelling skills)

Good understanding of the model life cycle and model risk management standards such as
SR11/7 and SS3/18Recruiter Name Aarti Gandhi

Recruiter Number

Industry IT-Software / Software Services / testing

Location Karnataka Bengaluru

Experience Range - 8 Years

SQL Dba