Manager

Job Description:

Role Details: We are seeking a strong modelling professional with experience in modelling, machine learning, project management, model monitoring, validation and implementation for use throughout the retail portfolios of bank.

Responsibilities:

• Helping the financial institution with various aspects of model risk management (first line or second line) and regulations and Statistical & Machine Learning model development.
• Perform all required tests (e.g. – model performance, sensitivity, back-testing, etc.)
• Interact with model governance team on model build and model monitoring.
• Work closely with cross functional teams including business stakeholders, model validation and governance teams.
• Deliver high quality client services, including model documentations, within expected timeframes.
• Experience managing teams, mentoring & coaching team of data analysts.

Requirements:

• Minimum 2+ years of experience in executing end to end monitoring/validation/development of underwriting, credit risk, fraud, loss forecasting, marketing models.
• Strong experience & understanding of Statistical and machine learning models.
• Strong understanding of credit risk and MRM model validation/monitoring regime.
• Experience in performing quantitative analysis, performance and validation metrics generation for portfolios.
• Ability to communicate technical information verbally and in writing to both technical and business audiences.
• Strong expertise in Python, SQL, Excel, Tableau