Assistant Manager - Quantitative Analytics - Investment Bank

What will you be doing?

- 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 analyse the impact they have on related portfolios

- Present monitoring analysis to the 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. Excel, Access, SQL, Visual Basic, SAS etc.

- Drive and provide support in the monitoring governance activities like writing minutes of meetings, follow up to close action items etc.

What we- re looking for :

- Experience in model development/model monitoring/ model validation role in the financial services industry

- Should have hands on experience in at least one of the tools - SAS, R, Python

- Strong understanding of model monitoring and should have strong analytical, technical and/or statistical skills

- Knowledge of credit risk models and their usage in the Banking environment

- Knowledge of various statistical techniques used in analytics (regression, time series, cluster analysis etc.)

- Excellent written and verbal communication skills. Ability to articulate complex modelling metrics at various level

- 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 models and portfolio dynamics, impairment calculation

- Experience in IFRS9 models will be an added advantage

Education :

- Masters in Statistics, Mathematics, Economics, Operational research field, CA, Engineer, MBA

Experience :

- Strong analytical background, data driven, results orientated