SAS Capital Modelling Expert

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Job Description

Role & Responsibilities Preparation of Pillar 1 and Pillar 2 credit quantification and analysis for upward presentation. Carry out further developments to internal SAS capital forecasting systems. ? Test and monitor existing credit risk models and sub-components and make recommendations for enhancement

Skills & Qualifications 2+ years' experience in a forecasting, stress testing or modelling role in Retail Credit Risk.Minimum Bachelor's Degree in a highly numerate oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science. ?Highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL.