SAS Model Implementation MIP specialist
We require an SAS Specialist Consultant with expertise in MIP – Model Implementation.
You will be working on 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.
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.
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
Business and technical architecture skills.
Business writing skills such as documentation of Business Requirements and Functional Requirements.
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.
This is a 6 month contract assignment based in the City London.
Please send your CV to us in Word along with daily rate and availability.