SAS Developer - IFRS 9 Model Exp

My client, a large Financial Services company, is looking for a Credit Risk Analyst with extensive SAS experience.

The team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD engines and plays a key role in the determination of credit loss budgets and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.

Key responsibilities are:

• Oversee engine execution to produce DoD model output.
• On-going maintenance of existing DoD engine.
• Support change process and implementation of new models.
• Development of analytics dashboard, monitoring and MI reports.
• Active engagement with other risk areas such as forecasting, portfolio management, collections, etc.
• Preparing materials and presenting results to governance forum/committees.
• Regular engagement with external auditors to support the successful completion of half-year and year-end audits.

Key Skills and Experiences

• IFRS 9 Experience.
• SAS & SQL Experience.
• Extensive experience working within the Financial Services Sector.

If you are available and interested, please apply today!