Model Validation - SAS, SQL, Tableau
- Experience in SAS and SQL is required
- Proficiency with visualization software such as Tableau and presentation software such as PowerPoint
- Conduct periodic model validations on scores, looking for key metrics such as precision, recall, rank ordering of score performance, detection of PSI and other metrics as needed to ensure models are performing well and not deteriorating, which could lead to unexpected fraud losses
- Partner with our Strategies teams to communicate model performance and trends, including providing key insights into areas where scores are deteriorating or underperforming, so appropriate adjustments can be made to prevent unexpected losses
- Work with our partners in Model Risk Management (MRM) to close out any follow-up items on partially/conditionally approved models
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