Assistant Manager - Model Monitoring - Credit Risk

Assistant Manager- Model Monitoring

- Monitoring and Analysis of Decision, Impairment and Basel suite of models across banking portfolios including Mortgage, Cards, Loans, SME etc.

- Documentation of monitoring reports as per the standard guidelines and presentation of the same to various decision making committees

- Drive and provide support in the Model Management decision making, model improvements and governance activities

Skills Required:

1. A background in credit risk within a banking/consulting firm.

2. Strong understanding of model monitoring

3. Good at carrying out statistical analysis and statistical programming languages e.g. Excel, Access, SQL, Visual Basic, R, SAS, Python etc.

4. Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)

5. Knowledge of credit risk models