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SAS Analyst

Prague, Czech Republic

Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Currently we are looking for a SAS Analyst for our Prague office to make the team even stronger.

Tier-1 Investment Bank is seeking a SAS Analyst to assist with credit risks in IT projects. The candidate will be responsible for analysis, design, development, and implementation of activities for a stress testing solution using SAS MIP as a platform of choice.

The SAS MIP implementation project is a consumer credit risk-driven initiative driven by a project team. The project’s goal is to streamline the firm’s stress testing and planning process using key technology enablers like SAS MIP.

Responsibilities

  • Technically implement and manage the ECL calculation and RWA calculations in SAS Model Implementation Platforms (MIP) and/or other SAS modules (RF Workbench, SAS VA, Risk Explorer, etc.);
  • Be involved in multiple scenarios, specific ECL calculation logic, monthly approval process, reporting requirements, country implementation, process of recalibrating model parameters, model monitoring, etc;
  • Work closely with the SAS implementation team on designing and implementing the ECL/RWA calculator;
  • Work with Systems & Data Workstreams on data sourcing (low priority).

Requirements

  • Post graduate degree in Finance, Accounting or Risk Management;
  • Good understanding of wholesale and retail banking products;
  • Hands-on experience in credit risk modelling/model implementation e.g. no need of a Model Developer, but a SAS DI/Base Expert who can understand the functional themes of code packages;
  • Good understanding of IFRS 9 Impairment requirements (nice to have);
  • Must have advanced SAS programming skills (delivery of complex systems such as capital calculation);
  • Experience with SAS Model Implementation Platform (MIP);
  • Knowledge of capital and impairment modelling and forecasting would be an advantage for the role holder, as well as the ability to lead and inspire the team, and develop a collaborative stakeholder relationships;
  • Good team player, with strong interpersonal and communication skills to work effectively with stakeholders with different functions;
  • Self-motivated person with a high level of drive, dedication and desire to excel consistently;
  • Focused and organized, with ability to prioritize and deliver effectively.

Nice to have

  • High-level knowledge of investment banking, knowledge of any products or previous experience in risk is a plus;
  • Excel for ad hoc reporting and analysis (VBA);
  • Jira;
  • SharePoint;
  • Confluence/Wiki;
  • Exposure to large applications;
  • Working with a distributed, global team.

We offer

  • Opportunity to work in a successful international company with stable background;
  • Possibility to work in a friendly multicultural environment, using English on a daily basis and growing professionally within worldwide EPAM;
  • Guaranteed professional growth through the technology trainings and technology communities inside EPAM;
  • Large space for self-fulfillment and participation in new projects;
  • Motivating financial evaluation (negotiable, based on expertise and achieved results);
  • Competitive compensation depending on experience and skills;
  • Benefit program (5 weeks of vacation, 5 sick days, wage compensation for the first three days of illness, meal vouchers, flexi pass, annual coupon of Prague city public transport, multisport cards);
  • Comfortable and modern offices in Prague 4;
  • Start ASAP/negotiable.