Protiviti - IRB Model Developer - SAS - Risk Analytics Team

Job Title : IRB Model Developer - SAS

Experience : 3+ Years

Location : Bangalore, India

Company : Protiviti India Member Firm

Employment Type : Full-Time

About Protiviti :

Protiviti (a wholly owned subsidiary of Robert Half) is a global consulting firm that delivers deep expertise in finance, technology, operations, data, analytics, governance, risk, and internal audit. At Protiviti India Member Firm, we foster a collaborative environment where innovation meets opportunity. We work with clients across industries, including financial services, to deliver solutions that drive results.

We are seeking a motivated and detail-oriented professional with strong experience in IRB (Internal Ratings-Based) model development using SAS for our risk analytics team in Bangalore.

Key Responsibilities :

• Develop, calibrate, and validate IRB models (PD, LGD, EAD) in line with Basel II / III guidelines.
• Use SAS (Base, Macro, Enterprise Guide, or SAS / STAT) to build and validate models.
• Support end-to-end model development including data extraction, variable selection, model building, performance monitoring, and documentation.
• Work closely with risk and compliance teams to ensure regulatory alignment.
• Create model documentation for internal audit and regulatory submissions.

Required Skills :

ref : iimjobs.com)