ROLE
– Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational.
– Develops, validates and strategizes uses of scoring models and scoring model related policies.
– Conducts statistical analysis for risk related projects and data modeling/validation.
– Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.
– Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.
– Analyzes and interprets data reports, make recommendations addressing business needs.
– Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; create formal documentation using statistical vocabulary.
– Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.
– Validates assumptions; escalate identified risks and sensitive areas in methodology and process.
– Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.

REQUIREMENTS
– 5+ years of experience in model monitoring, analytics, validation, or model risk management.
– Exposure to CCAR, CECL, and/or IFRS 9.
– Strong understanding of model life cycle, performance metrics, and model risk concepts.
– Experience interacting with Model Development, Analytics, and MRM teams.
– Proficiency in SAS and SQL.
– Strong communication, stakeholder management, and mentoring skills.
– Bachelor’s/University degree or equivalent experience.