- 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
- Perform regular/annual review of credit risk models (capital, impairment, application, behaviour) used across business
- Ensure adherence to model review calendar and governance
- Present reports to monitoring review committee (comprises of senior managements from Development, Monitoring, Strategy, Capital/Impairment and Model Owners) for formal review and sign-off
- Perform additional deep dive and ad-hoc analysis if requirement arises
- Act as an interface with the stakeholders to identify and resolve action items
- Identify process improvement opportunities through innovative techniques of analysis/automation
- Masters in Statistics, Mathematics, Economics, operational research field, CA, Engineer, MBA
- Knowledge of R, Python, SAS, SQL, Visual Basic and other statistical programming languages
- Knowledge of IFRS 9/credit risk models and their usage in the Banking environment
- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)
- Experience in a modeller role in the financial services industry
- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)
- Proficiency in R and Python, or other suitable statistical programming language and automation tools
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