AM/Manager/AVP - Risk Modeling

Position Overview

- Evaluate model performance of diverse models (scoring models, risk segmentations, loss forecasting, stress testing, LLR, and macro-economic forecasting models) used in risk management across the Global Consumer Bank and authorize their use based on the evaluation results. Adhere to the Model Risk Management Policy when evaluating models and ensure models, documentation, and monitoring MIS are compliant with applicable policies.

Key responsibilities:

- Help carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy. This includes but not limited to evaluation of Model Documentation Packages for completeness, soundness of the modeling approach, performance, implementation, and maintenance

- Perform independent model testing using Excel or SAS software to ensure that models are constructed, implemented, and perform as stated in the model related documentation

- Support the team leads in model evaluation related transactions

- Recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.

- Talent Management: Manage career progression for the team. Influence organizational policies on Talent management.

- Teamwork: Manage initiative across the COE. Establish a structured interaction model with the partners.
Utilizing Microsoft Office products as well as SAS graphics, must be able to take analytical findings, consolidate to key points, prepare reports and presentations of work, verbally present findings and make recommendations.

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