We have an urgent requirement for Analyst Model Monitoring_Noida.
Job Description:
Location: Noida
Profile: Analyst Model Monitoring
Role: BA-4 Analyst
Experience: 3-6 years
What will you be doing?
- Perform regular/annual review of credit risk models (capital, impairment, application, behavior) 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 the 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
What we're looking for:
- 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.)
Skills that will help you in the role:
- 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
Nidhi
New Avenues Consulting
Didn’t find the job appropriate? Report this Job