Assistant Manager – Analytical Modeling

Assistant Manager – Analytical Modeling Job Description Template

Our company is looking for a Assistant Manager – Analytical Modeling to join our team.

Responsibilities:

  • Prepare model validation report summarizing findings and providing recommendations;
  • Lead a project delivery from end-to-end; take initiative to senior team members for ideas and feedback;
  • If necessary, conduct independent research to achieve quality output;
  • Communicate with clients on day-to-day basis to discuss project progress and analysis outputs;
  • Write out model validation report summarizing findings;
  • Independently balancing all statistical projects with minimal supervision;
  • Conduct review of SAS, Python or R codes and write new codes for statistical tests;
  • Supporting team’s project deliverables with statistical expertise;
  • Converting the statistical solution into business solution and communicating the same to the business partners;
  • Understand business problems thoroughly and develop a statistical solution;
  • Contribute towards building thought leadership in the Pricing domain.

Requirements:

  • 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;
  • Client management and interpersonal skills – written & verbal;
  • Programming in additional languages like Python, R, preferred;
  • Proficient in SAS programming;
  • Ability to work independently on projects;
  • Understanding of banking regulations on Capital, Provisioning – Basel, IFRS9 and experience of developing or validating regulatory models preferred;
  • 1+ years’ experience in credit risk model development or validation;
  • Strong analytical abilities with proven skills in statistical modeling, preferably in Pricing domain;
  • Good knowledge on SQL and Access;
  • Handling large volume of data and developing significant insights from the required data analysis.