SAS

Credit Risk Domain Expert - Development

Job Locations IN-Pune
Requisition ID
20060673
Job Category
Research and Development
Travel Requirements
None

Product Development:

  • Collaborate on the development of SAS Solution for Regulatory Capital.
  • Assess the impact of new regulations (Basel 4, CRR3) on the existing solution.
  • Develop regulatory capital calculations using SAS programming and tools.
  • Contribute to the design, development, unit testing, integration testing, and documentation of product features.
  • Conduct exploratory activities to build SAS IP in the assigned area and research/implement new regulatory risk features.
  • Participate in defining user stories and acceptance criteria for product features.

 Regulatory Expertise:

  • Analyse and interpret complex regulatory requirements with minimal supervision.
  • Scope and define work effort for regulatory updates, including task breakdown and estimation.
  • Review business and solution requirements/design documents for accuracy.

 

Requirement

Technical Skills and Experience (Mandatory)

  • Regulatory Capital Expertise:
    • Exposure to calculating regulatory capital for credit, market, and operational risks.
    • Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
    • Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
    • Exposure to banking data preparation for regulatory reports like COREP and FINREP.
  • Risk Management Qualifications:
    • professional risk management qualification, such as FRM or equivalent.
  • Programming Skills:
    • Strong proficiency in SAS programming language, including Base SAS, SAS Macros.
    • Hands on expertise of SQL, Python  
  • Software Development Aptitude:
    • Demonstrated ability to write clean and efficient code through prior programming experience.

Additional Skills (Desirable)

  • Agile Methodology:
    • Understanding and experience with Agile development practices, including daily scrums, iteration planning, retrospectives, and test-driven development.

 

Behavioral Skills

  • Continuous Learning:
    • Actively seeks to stay updated on the latest regulatory developments and readily applies new knowledge to work processes.
  • Analytical and Communication Skills:
    • Ability to evaluate complex information, develop clear recommendations, and effectively present findings while seeking feedback.
  • Collaboration:
    • Proven ability to work collaboratively with colleagues across different teams to achieve shared goals.

 

Mandatory Technical Skills

  • Regulatory Capital Expertise:
    • Exposure to calculating regulatory capital for credit, market, and operational risks.
    • Exposure to international regulatory standards, including Basel and CRR2, CRR3 regulations
    • Exposure to Risk-Weighted Assets (RWA) calculations and regulatory reporting.
  • Programming Skills:
    • Strong proficiency in SAS programming language, including Base SAS, SAS Macros.
    • Hands on expertise of SQL, Python  
  • Software Development Aptitude:
    • Demonstrated ability to write clean and efficient code through prior programming experience.

 

Total Years of Relevant experience

3-5 Years

 

Education Preference

Bachelors or master’s degree in statistics, applied mathematics, computer science, or a related field

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