Assistant Manager/Manager - Model Monitoring - Banking

Need resource with good analytical skills, expert in Python/SAS

- Good communications skill

- Banking knowledge is must

- Should participate in complete project cycle i.e. understanding a problem statement, data gathering, analyzing data, implementing

- Managing project timing, client expectations and meeting deadlines

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Experience in validation of Credit risk/Market Risk Models across various classes

- Review, critical assessment and challenge of models on conceptual soundness, developmental evidence in support of modeling choices, performance, implementation and documentation

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis,

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python.