jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
18/03 Priya
Associate Consultant at Black Turtle

Views:1185 Applications:262 Rec. Actions:Recruiter Actions:115

Assistant Manager - Quantitative Analyst - Model Monitoring (3-6 yrs)

Noida Job Code: 904386

Job Title : Assistant Manager - QA Model Monitoring


Location : Noida

- 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


What will you be doing?


- Quickly understand construct of various credit risk models and produce timely and accurate model monitoring packs


- Interpret various metrics and trends present in the model monitoring packs and analyse the impact they have on related portfolios


- Present monitoring analysis to the portfolio teams and various decision making committees and assist in the decision making process


- Standardize & automate the monitoring packs using appropriate software and statistical programming languages e.g. Excel, Access, SQL, Visual Basic, SAS etc.


- Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow up to close action items etc.


What we are looking for?


- Strong analytical, technical and/or statistical skills


- Strong understanding of model monitoring or portfolio MIS activity


- Basic understanding of banking products and lending procedures


- Knowledge of credit risk models and their usage in the Banking environment


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


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


- Excellent written and verbal communication skills. Ability to articulate complex modelling metrics at various level


- Self-starter who can take initiative to automate the monitoring activity to the maximum level Skills that will help you in the role


- Knowledge of models and portfolio dynamics, impairment calculation


- Understanding of lending products from policy and P&L perspective


- A background in credit risk within a banking/consulting firm Education


- Masters in Statistics, Mathematics, Economics, Operational research field, CA, Engineer, MBA Experience


- Strong analytical background, data driven, results orientated

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.