Job Description
Role Details: We are seeking a strong modelling professional with experience in modelling, machine learning, project management, model monitoring, validation and implementation for use throughout the retail portfolios of bank.
Responsibilities
- Helping the financial institution with various aspects of model risk management (first line or second line) and regulations and Statistical & Machine Learning model development.
- Perform all required tests (e.g. model performance, sensitivity, back-testing, etc.)
- Interact with model governance team on model build and model monitoring.
- Work closely with cross functional teams including business stakeholders, model validation and governance teams.
- Deliver high quality client services, including model documentations, within expected timeframes.
- Experience managing teams, mentoring & coaching team of data analysts.
Requirements
- Minimum 2+ years of experience in executing end to end monitoring/validation/development of underwriting, credit risk, fraud, loss forecasting, marketing models.
- Strong experience & understanding of Statistical and machine learning models.
- Strong understanding of credit risk and MRM model validation/monitoring regime.
- Experience in performing quantitative analysis, performance and validation metrics generation for portfolios.
- Ability to communicate technical information verbally and in writing to both technical and business audiences.
- Strong expertise in Python, SQL, Excel, Ta bleau
