SAS Modelling Analyst

Job Category:
Analyst (Business/Systems)
Job Type:
Permanent
Level of IT Experience:
1-5 Years
Area:
Central Dublin
Location:
Dublin City Centre
Salary Description:
Negotiable
Posted:
05/07/2018
Recruiter:
realTime Recruitment Ltd.
Job Ref:
J004


RealTime has brand new and exciting opportunity on the market. We have partnered with a financial services industry leader, who is on the lookout for SAS Risk Analysts to join their team of experts in their Model Validation and Tracking division.
This is a full time, permanent position based in Dublin City Centre.
As part of their team, you will be ensuring that credit risk models are built in line with our client’s policies and procedures. You will also track the performance of relevant models allowing continual model performance monitoring, and work across the full range of models, creating a varied and highly developmental environment.

Main responsibilities include:
• Supporting the Initial/Periodic Validation of various credit models, such as PD, LGD and EAD, loan loss forecasting models, Pillar models, etc.
• Developing and maintaining Model Tracking reports
• Keep up to date with best practice and regulation and engage with business units to promote and deliver a best in class analytics service
• Ensuring that models are used correctly to support lending decisions, loan management, portfolio management, pricing of credit, portfolio stress testing, provisioning, loan loss forecasting, debt recovery, regulatory reporting and financial planning



Key skills include:
• 2+ years of experience in credit risk modelling in areas retail/non-retail credit modelling in an IRB context, including PD, LGD and EAD methodologies
• Experience in stress testing models
• Knowledge of analytical policies and procedures
• Demonstrable skills in areas such as SQL and VBA
• At least 2 years of experience in SAS programming
• Extensive understanding of statistical modelling techniques such as logistic regression, time series analysis and other prediction techniques


If this opportunity sounds like something for you, please call me on 01 6520652 or drop me an email with your CV to joanna.wisniewska@realtime.jobs and I will get in touch with you to discuss the role further.

Contact Details:
realTime Recruitment Ltd.
Tel: 01 6520652
Contact: Joanna Wisniewska

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