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| Job Information |
| Title |
Risk Modeling Analyst |
| Role |
Risk Modeling Analyst |
| Category |
Financial Services - Banking
Computer/IT - Software
Computer/IT - Others
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| Location |
Singapore
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| Company |
Maxximus Consultancy , Vacancies
[
1 ] (Posted on Wednesday August 6th,2008 08:30 AM) |
| Experience |
1 to 2 Years |
| Educational Qualification |
Bachelor's Degree-Graduate Degree (BA, BSc, BCom) |
| Skills |
Inter-personal
Others
Finance - Banking
Business
Analysis
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| Salary |
-- |
| Career Level |
Mid Career (2+ years of experience) |
| Job Type |
Permanent
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| Job Status |
Full Time
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| Open to Foreigner |
NO |
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| Job Description |
Risk Modeling Analyst
RESPONSIBILITIES:
1) Use data mining, data modeling and segmentation to build Basel II credit risk models.
2) Ensure that analysis meets specifications of internal modeling standards.
3) Use SAS to construct and clean datasets.
4) Use SAS to perform standard statistical analysis, modeling, profiling, and reporting.
5) Use SAS to build predictive models - linear regression, logistic regressions, etc.
6) Validate existing credit risk models.
7) Construct and Produce portfolio level MIS reports across countries and products.
REQUIREMENTS:
1) Bachelors Degree in Statistics, Math, Operations Research, etc
2) Experience in data manipulation, analysis and/or modelling.
3) SAS Certified Base Programmer a plus.
4) Proficient SAS programming skills and strong experience with: DATA step data manipulation with arrays, do-loops, and merges; SAS Macro language, SAS/GRAPH, PROC SQL experience.
5) Strong analytical skills and understanding of quantitative and statistical analysis.
6) Understanding of relational databases.
7) Knowledge of financial industry preferred.
8) Experience with statistical modeling and analytic techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.
8) Extensive use of MS Word, advanced Excel, and other database software.
9) SQL a plus.
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