SAS MIP Expert

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Tilte - SAS MIP EXPERT

LOCATION - LONDON

DURATION - 3-6 MONTHS

Key Responsibilities:

* Assist financial services clients in implementing solutions to address qualitative and quantitative modeling requirements around risk and capital management

* Perform as a SME in Model Risk Management are with focus on stress testing model development and validation in regulatory compliance areas, especially IFRS9, CCAR and DFAST

* Provide expertise on latest trends within regulatory compliance and support development of Intellectual Property in risk and compliance space

* Project management & End to End delivery of Stress Testing program

* Support pre-sales activities

Required Skills

* Domain Skills

* Deep knowledge of the following regulatory areas - CCAR/DFAST, IFRS9, Basel with focus on stress testing

* Well versed in different methodologies for Credit Risk Modeling - PD/LGD/EAD for retail as well as wholesale portfolios

* Experienced in PPNR modeling

* Experience in model development, validation and documentation especially for regulatory compliance

* Functional Skills

* Well versed with Quantitative Finance, Time Series Analysis, Statistical Analysis & Modeling, Risk Management, Business Analysis

* Knowledge or familiarity with coding in Excel, SAS, R, Matlab, and/or VBA

* SAS Technical Skills

Base SAS

Advance SAS

SAS VA

SAS MIP (most important)

SAS Risk Dimensions

* Business and technical architecture skills

* Business writing skills such as documentation of Business Requirements and Functional Requirements

* Functional specifications

* Model development and validation documentation experience

* Some data management skills

* Ability to support custom implementation and/or vendor implementation programs

* Project and people management experience