In this role, you will be responsible for developing, optimizing, and executing processes to systematically track and generate insights on the performance and stability of predictive models used by the Credit Risk Management business line. You will also partner with the model development team to support new model build projects.
Key Activities
- Designing, developing, optimizing, and running code/processes for model performance monitoring and report generation.
- Analyzing model outcomes and trends in metrics like predictive accuracy and stability over time, identifying issues, and proposing adjustments or improvements.
- Performing tests, interpreting results, and documenting outcomes in reports and data visualization dashboards.
- Collaborating with model development and implementation teams to align data extracts and model execution logic between development, implementation, and monitoring.
- Streamlining and automating processes for efficient data capture, quantitative testing, documentation, and visualization.
- Writing process documentation and playbooks to support process consistency/continuity and knowledge transfer.
- Partner with the model development team to support new model build projects.
- Exploring the use of machine learning and AI to improve process efficiency.
Basic Qualifications
- 3 or more years of experience in a data analytics, software development, or related roles;
- Bachelor’s Degree or higher in a quantitative/technical field such as computer science, data science, statistics, or mathematics;
- Programming experience in SAS, Python, R or similar statistical packages;
- Experience in SQL query development;
- Strong analytical, organizational, problem-solving, and project management skills;
- Effective interpersonal, verbal, and written communication skills.
Preferred Skills
- Experience in financial services, banking, and or credit risk;
- Data visualization dashboard technologies such as PowerBI and Tableau;
- Experience with cloud-based tools and infrastructure (Azure or AWS);
- Automation using Bash/shell scripting;
- Microsoft Power Automate / Power Apps;
- Predictive model monitoring, implementation, validation and/or development;
- Machine learning and/or AI techniques;
- Git version control.
This role is not open for visa sponsorship.