Manager/AVP - Model Development - Bank

Currently hiring for a client based in Mumbai

Co Name: Leading Banking Mnc

Designation: Manager & AVP

Ex: 5+yrs

Qualification: Master's Mandatory.

Role:

- Develop credit models and segmentations

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

- Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

- The role involves strong programming (SAS, R, Matlab, etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization, etc.) 

Skill :

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Manage projects independently.