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Form of workLooking for a Statistical Programmer to code models for Retail/Wholesale Credit Risk Advanced RWA methodologies.
skill sets: Solid understanding of the Basel parameter calculations, CCAR requirements and ability to interpret those into a set of programming code in SQL/SAS.
Must haves: Ability to understand, edit and write complex programs in SQL and SAS code. Ability to communicate clearly. At least 3-5 years of relevant experience of coding Risk models using SQL and SAS.
Nice haves: Ability to clearly and concisely summarize what the technical code does into a proper written English language.
Position Description: To develop and code models for Retail credit risk Advanced RWA methodologies.
Experience with Risk Models and 3-5 years of intense experience usil SQL, SAS on daily basis as well as familiartiy with topis of RWA and CCAR is a must.
Master's Degree requires
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