Manager – Analytical Modeling Job Description Template
Our company is looking for a Manager – Analytical Modeling to join our team.
Responsibilities:
- Prepare model validation report summarizing findings and providing recommendations;
- Lead UAT / production activities in accordance with the UAT plan for deployment of scorecards;
- Development of modeling strategies for automated decision making;
- Development of the model implementation process;
- Development of Model and monitoring process including back testing as needed;
- Experience on CECL/IFRS9 and regulatory models;
- Development of a model calibration process as a remediation for improving models;
- Good to know development of benchmark ML models using different techniques;
- Participate in client meetings and provide assistance and support in explaining findings to business partners;
- Work hands-on on critical validation projects;
- Mentor and review work of team members;
- Validation for the source data quality, forecast data quality as well as change management;
- Maintain traceability throughout the entire UAT lifecycle to ensure that test cases meet user requirements;
- Provide technical guidance to team on the validation projects;
- Point in time / hazard model development.
Requirements:
- Has exposure on project management and shown expertise of communicating and coordinating across multiple business divisions;
- Ambitious, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal direct supervision;
- Good client management and communication/presentation skills – written & verbal;
- 3+ years’ experience in credit risk model development or validation;
- Ability to network across teams and business vertical, negotiation and influencing skills;
- Understanding of banking regulations on Capital, Provisioning – Basel, IFRS9 and experience of developing or validating regulatory models preferred;
- Proficient in SAS programming;
- Ability to work independently on projects;
- Programming in additional languages like Python, R, preferred;
- Client management and interpersonal skills – written & verbal;
- Minimum of a Master of Science in Statistics/Economics/Finance;
- Understanding of consumer/ commercial products and credit risk in lending;
- Experience and knowledge of statistical/quantitative modeling techniques including regression, segmentation, time series, survival modeling etc;
- Experience in GitHub for code version control Python/R and SAS e-miner is a plus;
- Knowledge of implementation of ML/legacy models in the devops framework.