- This position is for Manager in a quantitative discipline; requires experience and proficiency in areas of statistics, applied mathematics, SAS programming language and a good understanding of retail banking / small business lending businesses.
- The individual will use these skills in the development of risk / credit scoring models and other risk analytics in retail banking / small business lending portfolios.
- Responsibilities include developing statistically derived predictive models, perform decision tree based customer segmentation
- Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.
- Implement new or enhanced models in production environment
- Continuously work to maintain and improve governance controls relates to implementation and production process
- Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.
- Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.
- Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams
- Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
- Maintain and improve automation solutions for production process
- Ensure timely completion of governance controls and production results under tight timelines
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