Assistant Manager/Manager - Model Monitoring - Banking Domain

Job Description : 

- Monitor various models of a bank to ensure validity of usage for future time periods and delivering presentations to raise awareness of the significance of models performance

- Analyzing various metrics of models performance such as accuracy, Gini, PSI and CSI to understand whether a model is still performing well for the current time period

- Analyzing data, calculating PD spot rates to implement Impairment PD models and identify how much loss a customer will incur to the bank

- Monitor and handle all models of Small Business portfolio

- Monitor Fraud models based on Falcon positive rate analysis

Desired Skill Set :

- Overall 2 - 7 years of Analytics experience

- Experience in model monitoring for various models pertaining to banking risk analytics

- Experience in client and project management and adept at working closely to gather requirements from stakeholders, along with constant coordination to provide End to End Solutions

- Experience in developing SAS Programs and SQL queries for Data Extraction and Transformation as per Client requirements

- Experience in preparation of SAS Datasets and Summaries according to requirements

- Strong analytical and problem solving skills

- Credit card banking industry knowledge preferred

- Excellent communication skills