Responsibilities:

• Helping with various aspects of model risk management (first line or second line) and regulations
• 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

Requirements :

• Minimum 2+ years of experience in executing end to end monitoring/validation/production/implementation of credit risk models, especially CCAR/CECL/IFRS9 regulatory models.
• Strong understanding of credit risk regulatory models

understanding with respect to marketing/general analytics problems

• Managing assigned projects in a timely manner, ensuring accuracy and that deliverables are met.

• Training, coaching and development of team members

Qualifications:

• Previous experience (2+ years) in analytics, preferably in BFSI

• Good knowledge in General Analytics, Fraud Analytics

• Past experience in problem solving roles, strategic initiatives

• Hands on work experience in SAS/SAS macros OR Python OR SQL is must

• Hands on work experience in R or any other analytical software would be a plus

• Good problem-solving skills