Please send resume on *kum...@selectsourceintl.com <kum...@selectsourceintl.com>*
Title : SAS Credit Risk Quantitative Modeler Location : Chicago, IL Duration : 4 + Month Contract (could be extended) *Background and Requirements:* • Statistician / Modeler needed to support the analytical, reporting and data needs of the Risk Group. Support the business unit and overall bank strategic initiative relating to Risk Management. *Education / Experience: * Bachelor’s degree required in a highly technical/mathematical discipline (i.e. statistics, mathematics, quantitative analysis, economics, computer science, etc…) plus 5 years’ experience in credit risk management or other quantitative financial analysis. *Ideal qualifications: * · The candidate will be required to use data mining, predictive modeling and statistical techniques to solve business problems. · Strong expertise with SAS for data manipulation, practical experience with ARIMA, ARIMAX · Knowledge of at least one of the following: credit loss forecasting models (NCO, PD, LGD), PPNR, time series, (OLS) linear regression models and statistical sampling techniques. · Familiarity with SR11-07 regulatory guidance for Model Risk Management and previous experience doing model validation · Understanding of CCAR, DFAST (stress testing models), Basel, AML and fraud models, and ALLL models is a plus. · Experience with Markov chain to credit loss (transition matrix approach) is a plus. *Knowledge of financial services * · The candidate will be required to develop their statistical modeling skills in areas such as segmentation analysis, logistic regression, decision trees, and multivariate analysis · Ability to use analytics in a collaborative effort across functions to derive optimum solutions to business problems. · Demonstrated problem solving skills. · Demonstrated ability to effectively communicate (written and verbal) technical and analytical information to a variety of interested parties at all levels. · Experience data mining large databases *Responsibilities:* · Extensive knowledge of credit risk databases to provide data and analytical support to senior management team. · Perform analysis of data using statistical analysis tools including SQL, SAS, and Excel, and present results and recommendations to management. · Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities. · Provide financial analysis and data support to other groups/departments including · Identify opportunities to leverage statistical solutions to business problems · The Consultant must be an excellent communicator (both spoken and written forms) and be able to effectively foster interactive collaboration and discussions among the client’s team. Also, the Consultant must be able to present analysis and conclusions in a logical and clear manner (but not to the senior management level), and must be able to effectively work as part of a team. -- Best Regards, Kumar Gourav 952-546-3300 Ext: 5002 kum...@selectsourceintl.com -- You received this message because you are subscribed to the Google Groups "US_IT.Groups" group. To unsubscribe from this group and stop receiving emails from it, send an email to us_itgroups+unsubscr...@googlegroups.com. To post to this group, send email to us_itgroups@googlegroups.com. Visit this group at https://groups.google.com/group/us_itgroups. For more options, visit https://groups.google.com/d/optout.
