Job Description

This position within Global Consumer Banking will conduct performance monitoring, reporting and analytics of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:
Core Responsibilities:
This position within Global Consumer Banking will conduct performance monitoring, reporting and analytics of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:

Generate reporting and analytics for GCB Consumer Risk stress loss models. This would include standard reporting as well as drill down analytics for quarterly performance monitoring and productions forecasts.
Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for model monitoring and production forecast reporting.
Develop/maintain reports in tools such as SAS, Excel-VBA, Tableau
Deliver comprehensive write-up of model performance assessment, Annual Model Review documents
Conduct drill down analysis to explain model performance in backtest periods.
Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.
Perform analysis for benchmark models and other adhoc analysis as required by business/validation teams
Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team
Develop automation solutions for reporting process
Deliver end user computing process related mandates
Education:
Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
Skillset

Primary (SAS, Excel VBA etc.)
Good to have (Tableau)
4-7 YEARS reporting & analytics experience
Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
Extensive experience in MIS reporting, model monitoring/validation, performance scorecards, etc. in Excel, Tableau etc.
2 years experience in model monitoring/validation of credit scorecard or forecasting model .
Experience in working for developed markets (US/international) would be preferred.
Experience in developing end-to-end automation of reporting processes
Expected to manage own projects independently.
Ability to work effectively in cross functional teams, including model development, country/regions business stakeholders, model validation and governance teams and model implementation team
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Education: MBA/ PGDMr r r r r r r Any Graduate
Industry: Banking

Skills Required