Lead complex, large-scale model maintenance, optimization, and planning initiatives related to operational processes, controls, reporting, testing, implementation, and documentation
Review and analyze complex multi-faceted model operations and optimization challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
Develop model processes and optimization strategies for short- and long-term objectives; support and provide insights regarding a wide array of business initiatives
Make decisions in complex and multi-faceted situations requiring solid understanding of agile development
Influence global assessment of model maintenance schedules inclusive of engineering, structure, and scope of review following the System Development Life Cycle process, quality, security, and compliance requirements
Strategically collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals
Desired Qualifications :
Overall experience of 5-14 years in Risk Analytics
Degree in applied mathematics, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business / social and behavioral sciences with a quantitative emphasis.
Strong Quantitative Skills :
5+ years of Predictive modeling experience. Good understanding of model development and model testing.
Proficient in statistical analysis
Good Problem Solving and Analytical Skills
Programming Skills
2+ years of hand- on experience in Python and SQL
1+ years of experience in SAS
Good Written and Oral Communication Skills
Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment
Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
Understanding of bank regulatory data sets and other industry data sources
Ability to research and report on a variety of issues using problem solving skills
Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment
Job Expectations :
Lead and perform various complex activities related to model implementation, production and model analytics. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across commercial business vertical
Development of regulatory Credit risk (including CCAR, CECL and IFRS), RRP Valuation, and PPNR models for Commercial portfolio in SAS / Python.
Lead complex model development projects independently and support multiple priorities
Migration of existing development / implementation codes from SAS to Python with thorough testing and UAT
Work closely with team to understand and enhance the data and modeling process behind existing models, develop new models, address data and model issues / findings.
Underlying portfolio data research and analytics using strong programming skills
Adhere to audit and model validation governance to ensure data and modeling process are in compliance with policy and are working as intended, address model validation and regulatory feedback issues
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