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SAS MIP Expert

  • Salary: Negotiable
  • Job type: Contract
  • Location: London
  • Sector: IT
  • Date posted: 11/01/2018
  • Job reference: J379826A

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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 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

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