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Senior Risk Manager
2 months ago
Quickly understand construct of various credit 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 portfolio team 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. Excel, Access, SQL, Visual Basic, SAS etc.
Problem Solving
Create SOP for the model monitoring/validation/documentation program
Create triggers based on the model monitoring metrics and map them to appropriate actions
Ongoing data analysis and create insights for model performance across Consumer & Merchant Lending
Interaction
Work in collaboration with the model owners to driver effective model performance
Work with ERM to ensure compliance with model governance policies