Stress Testing Consultant (SAS MIP Expert)
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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.
