Lead Model Implementation

5 days ago


bangalore, India Randstad Enterprise Full time

In this role, you will:Lead complex, large-scale model maintenance, optimization, and planning initiatives related to operational processes, controls, reporting, testing, implementation, and documentationReview and analyze complex multi-faceted model operations and optimization challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factorsDevelop model processes and optimization strategies for short- and long-term objectives; support and provide insights regarding a wide array of business initiativesMake decisions in complex and multi-faceted situations requiring solid understanding of agile developmentInfluence global assessment of model maintenance schedules inclusive of engineering, structure, and scope of review following the System Development Life Cycle process, quality, security, and compliance requirementsStrategically collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goalsDesired Qualifications:Overall experience of 5-14 years in Risk AnalyticsDegree in applied mathematics, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis.Strong Quantitative Skills:5+ years of Predictive modeling experience. Good understanding of model development and model testing.Proficient in statistical analysisGood Problem Solving and Analytical SkillsProgramming Skills2+ years of hand- on experience in Python and SQL1+ years of experience in SASGood Written and Oral Communication SkillsAbility to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environmentDetail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple prioritiesUnderstanding of bank regulatory data sets and other industry data sourcesAbility to research and report on a variety of issues using problem solving skillsAbility to make timely and independent judgment decisions while working in a fast-paced and results-driven environmentJob Expectations:Lead and perform various complex activities related to model implementation, production and model analytics. Provide analytical support for developing, evaluating, implementing, monitoring and executing credit and PPNR models across commercial business verticalDevelopment of regulatory Credit risk (including CCAR, CECL and IFRS), RRP Valuation, and PPNR models for Commercial portfolio in SAS/Python.Lead complex model development projects independently and support multiple prioritiesMigration of existing development/implementation codes from SAS to Python with thorough testing and UATWork closely with team to understand and enhance the data and modeling process behind existing models, develop new models, address data and model issues/findings.Underlying portfolio data research and analytics using strong programming skillsAdhere to audit and model validation governance to ensure data and modeling process are in compliance with policy and are working as intended, address model validation and regulatory feedback issues



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