AVP - Model Reviewer - SAS - Credit Card

Role : Model Reviewer

Officer Title : AVP

Reports to : Asst. Vice President

Location : Mumbai

Position Overview:

Evaluate model performance of diverse models (scoring models, risk segmentation, loss forecasting, stress testing, LLR, and macro-economic forecasting models) used in risk management across the Global Consumer Bank and authorize their use based on the evaluation results. Adhere to the Model Risk Management Policy when evaluating models and ensure models, documentation, and monitoring MIS are compliant with applicable policies.

Key responsibilities:

- Help carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy. This includes but not limited to evaluation of Model Documentation Packages for completeness, soundness of the modeling approach, performance, implementation, and maintenance

- Perform independent model testing using Excel or SAS software to ensure that models are constructed, implemented, and perform as stated in the model related documentation

- Support team leads in model evaluation related transactions

Requirements:

- Minimum master degree in quantitative field such as statistics, economics, business finance, or mathematics is required.

- 3+ years relevant consumer finance or credit card industry experience to include model development, maintenance, tracking and management

- SAS, Microsoft Office Suite, and general office equipment

Shruti Gupta
Careernet Consulting