Risk Analytics Role - Bank

Exciting opportunity into Risk Analytics with Multinational Bank

- This position is for Manager in a quantitative discipline; requires experience and proficiency in areas of statistics, applied mathematics, SAS programming language and a good understanding of retail banking / small business lending businesses.

- The individual will use these skills in the development of risk / credit scoring models and other risk analytics in retail banking / small business lending portfolios.

- Responsibilities include developing statistically derived predictive models, perform decision tree based customer segmentation

- Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.

- Implement new or enhanced models in production environment

- Continuously work to maintain and improve governance controls relates to implementation and production process

- Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.

- Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.

- Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams

- Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team

- Maintain and improve automation solutions for production process

- Ensure timely completion of governance controls and production results under tight timelines