Quantitative Model Solutions Manager

Desired Qualifications:

• 4+ years of overall experience with 2+ years of leadership experience

• Bachelors degree from a premier institute or Masters/PhD degree in quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
• 4+ years of experience in credit risk analytics or credit risk modeling/monitoring role
• Advanced programming skills in Python, SAS and SQL
• Good exposure to business intelligence tools such as Tableau/PowerBI for dashboarding
• Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
• Excellent verbal, written, and interpersonal communication skills
• Strong ability to develop partnerships and collaborate with other business and functional areas
• Knowledge and understanding of issues or change management processes
• Experience in regulatory models for CCAR Stress testing, CECL, IFRS9, RRP, and Basel
• Strong understanding of Retail Unsecured business
• Ability to systematically probe, research, identify and analyze business problems using problem solving skills
• Ability to lead high performing advanced quantitative analytics teams and stakeholder management
• Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
• Understanding of bank regulatory data sets and other industry data sources
• Flexibility with changing priorities
• Knowledge of SR 15-18 and SR 11-7 guidelines

Job Expectations:

• Manage a team responsible for Credit Risk model monitoring, implementation and forecasting for Retail Unsecured portfolio
• Manage multiple stakeholders and relationships for different engagements of the team
• Lead the remediation of model risk findings and establish strong process controls & governance related to monitoring and model production
• Lead large-scale projects related to implementation, execution and monitoring of CECL, IFRS9, Basel and CCAR stress testing models
• Lead and perform various complex activities related to predictive modeling. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across Retail Unsecured business verticals
• Guide the team in developing dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance
• Identify opportunities for strategic and infrastructure projects. Design and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes