Model Monitoring and Business Analytics - Analyst II
Tasks
- Analyze and bring insights for credit risk models
- Analyze model variables and economic forecasts
- Conduct benchmark and adhoc analysis
- Coordinate cross functional model usage activities
- Develop knowledge on model usage and score ranges
- Explain model performance to risk management and auditors
- Manage projects independently
- Partner with risk policy teams on score adjustments
- Perform QA/QC on model inputs and outputs
- Perform root cause analysis on model performance
- Prepare model review and revalidation documentation
- Present model performance to stakeholders
- Train and mentor junior team members
Perks/Benefits
- N/A
Skills/Tech-stack
Communication skills | Data Analysis | Decision Tree | Excel | Gradient boosting | Machine Learning | Model Validation | Model metrics | Python | R | Random Forest | Regression | Risk strategy | SAS | SVM | Series analysis | Statistical modeling | Tableau | Time Series | Time Series Analysis | XGBoost
Education
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