Model Monitoring Role - Decision Sciences

Roles and Responsibilities :

This role will be responsible for supporting GRA Wholesale Model Monitoring unit in the following capacities:

- Perform Model monitoring activities related to IRB, IFRS9, ECL or ST models for all Wholesale portfolios across the Globe.

- Support regulatory and audit submissions as on when required.

- The individual is also required to work on key projects within Model Monitoring function and support changes as on when required.

- Interface with senior stakeholders across Wholesale Risk

- Multitask on simultaneous engagements on controls & governance activities for Wholesale Credit Risk

- Work closely with senior onshore team members in executing specific tasks and projects.

- Provide leadership support in various activities with WCR Model Monitoring team.

Desired Candidate Profile :

What you will need to succeed in the role:

- At least 1 years (at least 2 Years for Senior Analyst) of experience of using statistical concepts and (or) machine learning models to solve complex business problems. Preferably, at least 1 years of work experience related to Credit Risk in Financial domain

- At least Master's degree in Mathematics, Statistics, Economics, Engineering, Computer Science, Management or other quantitative fields of study

- Proficiency in SAS / R / Python and MS Office tools like Excel & PowerPoint

- Business problem solving skills is essential

- Strong business acumen with out-of-the box thinking to drive improved business performance

- Strong stakeholder management skills and seamless delivery of analytics initiatives across markets

- Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas

- Strong knowledge and understanding of financial-services/ banking-operations