Stress Testing Consultant (SAS MIP Expert)
Recruiter
Listed on
Location
Salary/Rate
Salary Notes
Type
Start Date
This job has now expired please search on the home page to find live IT Jobs.
Our client are currently looking for an experienced Stress Testing Consultant (SAS MIP Expert) to work on an initial 3 month contract at their site in London.
Applicants must have the following skills:
Domain Skills
o Deep knowledge of the following regulatory areas - CCAR/DFAST, IFRS9, Basel with focus on stress testing
o Well versed in different methodologies for Credit Risk Modeling - PD/LGD/EAD for retail as well as wholesale portfolios
o Experienced in PPNR modeling
o Experience in model development, validation and documentation especially for regulatory compliance
Functional Skills
o Well versed with Quantitative Finance, Time Series Analysis, Statistical Analysis & Modeling, Risk Management, Business Analysis
o 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
o Business writing skills such as documentation of Business Requirements and Functional Requirements
o Functional specifications
o Model development and validation documentation experience
o Some data management skills
Ability to support custom implementation and/or vendor implementation programs
Project and people management experience
The successful candidate will be responsible for the following tasks:
o Assist financial services clients in implementing solutions to address qualitative and quantitative modeling requirements around risk and capital management
o 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
o Provide expertise on latest trends within regulatory compliance and support development of Intellectual Property in risk and compliance space
o Project management & End to End delivery of Stress Testing program
o Support pre-sales activities
LA International Computer Consultants Ltd is an HMG Approved Consultancy and operates as an IT & Engineering Consultancy or as an Employment Business & Agency, depending upon the precise nature of the work, for security cleared jobs or non-clearance vacancies, we welcome applications from all sections of the community and from people with diverse experience and backgrounds. Award Winning LA International Computer Consultants Ltd (Recruiter Awards for Excellence - Best IT, Best Public Sector & Gold Awards) and the most prestigious award that any business can receive The Queens Award for Enterprise: International Trade 2015.