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18/03 Priya
Associate Consultant at Black Turtle

Views:1234 Applications:273 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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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