SAS Loss Forecasting

Job Title: SAS Loss Forecasting Senior Consultant/ Assistant ManagerExperience: 3+ YearsLocation: Pan IndiaEmployment Type: Full-timeJob SummaryWe are seeking a skilled SAS Loss Forecasting professional with 3+ years of experience in credit risk and forecasting models. The candidate will be responsible for developing, validating, and maintaining loss forecasting models using SAS, supporting business and regulatory requirements across portfolios. This role offers opportunities to work with cross-functional teams across India.Key Roles & ResponsibilitiesDevelop and maintain loss forecasting models including PD, LGD, and EADPerform data extraction, preparation, and transformation using SASBuild and enhance forecasting models using statistical techniques and time-series methodsConduct model validation, back-testing, stress testing, and performance monitoringSupport IFRS 9 / CECL / Basel loss forecasting requirementsAnalyze portfolio trends and macroeconomic impacts on lossesPrepare model documentation, validation reports, and regulatory artifactsCollaborate with Risk, Finance, Business, and IT stakeholdersSupport model deployment and automation in production environmentsRequired Skills & Qualifications3+ years of hands-on experience in SAS-based loss forecasting / credit risk modelingStrong proficiency in Base SAS, SAS SQL, SAS MacrosExperience with PD, LGD, EAD, Expected Credit Loss (ECL) modelingStrong understanding of statistical concepts and forecasting methodologiesExperience working with large datasets and data quality checksGood communication and stakeholder coordination skillsAbility to work independently across distributed teams in a Pan India setupPreferred QualificationsExperience in Banking, Financial Services, NBFCs, or FinTechExposure to IFRS 9, CECL, Basel regulationsKnowledge of stress testing and scenario analysisExposure to Python, SQL, or data visualization toolsPrior experience in IT / Risk / Analytics Consulting is a plus

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