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QA Model Monitoring

5.00 to 10.00 Years   Noida   02 Jan, 2023
Job LocationNoida
EducationNot Mentioned
SalaryNot Disclosed
IndustryIT - Software
Functional AreaInvestment Banking / M&A
EmploymentTypeFull-time

Job Description

    Introduction:
    • Monitoring and Analysis of Credit Risk Regulatory Capital, Finance Impairment (IFRS9), Credit Risk Decision, Fraud, Planning & Stress Testing, Asset & Liability Management and Funding & Liquidity Management models across retail and wholesale banking portfolios
    • Documentation of monitoring reports as per the standard guidelines and presentation of the same to various decision making committees
    • Drive and provide support in the Model Management decision making, model improvements and governance activities
    • Ensure process compliance as per policy guidelines and build relationships with customers (internal and external).
    What will you be doing
    • Quickly understand construct of various risk models and produce timely and accurate model monitoring packs.
    • Interpret various metrics and trends present in the model monitoring packs and analyze the impact they have on related portfolios.
    • Present monitoring analysis to the Model Owners, Portfolio teams and various decision making committees and assist in the decision making process.
    • Standardize & automate the monitoring packs using appropriate software and statistical programming languages e.g. Python, R, SAS, SQL, Visual Basic etc.
    • Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow up to close action items etc.
    • Ensure adherence to daily schedule and service level agreements (SLAs).
    • Ensure process compliance as per the regulatory guidelines and audit requirements.
    • Identify process improvement opportunities through innovative techniques of analysis/segmentation.
    What were looking for:
    • Knowledge of risk models and their usage in the Banking environment
    • Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)
    • Good at carrying out statistical analysis using appropriate software and statistical programming languages e.g.
    o Must have: Python, SASo Good to have: SQL, R etc.
    • Self-starter who can take initiative to automate the monitoring activity to the maximum level
    Skills that will help you in the role:
    • Knowledge of statistical models and portfolio dynamics
    • Understanding of lending products from policy and P&L perspective
    • Excellent written and verbal communication skills. Ability to articulate complex modelling metrics at various level
    Education
    • Masters in Statistics, Mathematics, Economics, Operational research field, CA, Engineer or MBA
    Experience
    • 5+ years of Analytics experience (Model Development, Model Monitoring, Model Validation)
    • Strong analytical background, data driven and result orientated

Keyskills :
pythonsql

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