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Title SAS Base II Location Columbus, OH Start Date ASAP Duration: 3 – 6 Months Contract Rate $50/hr *Job Description* *Responsibilities: * -The incumbent for this position is responsible for the development and validation of statistical risk measurement and prediction models. Specifically the incumbent may be asked to -Extract, prepare and analyze data -Build and validate default and loss severity segmentation models used to forecast credit capital requirements on mortgage and home equity products. -Document and communicate model results and insights to senior staff. *Education:* -The incumbent should have a minimum of a Master’s degree in a field that provides a strong background in statistical methods such as Statistics or Economics. *Skills:* -Experience Level 6 + Years of IT -The incumbent must have a minimum of 2 years experience in the development, use, and validation of statistical models for measuring risk within financial institutions. -He/she should be experienced in the estimation and validation of logistic regression models and decision trees. -He/she should be expert in the use of software for data handling and model development, including SAS. -The incumbent should posses an understanding of the risk management practices of consumer lenders, with a preference related to Basel IIinitiatives. -He/she should be able to handle projects with a minimum of oversight and supervision and should be able to make contributions to the group’s knowledge base by proposing new and valuable ways for approaching problems and projects. -Excellent communication skills are required, as the incumbent will frequently be called upon to make presentations to senior management and to write documents that describe work products in a clear manner.--
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