Manager

Location

Gurgaon | India

Job description

Manager - BFS033031

With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the world’s biggest brands—and we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. We’re harnessing the power of technology and humanity to create meaningful transformation that moves us forward in our pursuit of a world that works better for people.

Now, we’re calling upon the thinkers and doers, those with a natural curiosity and a hunger to keep learning, keep growing., People who thrive on fearlessly experimenting, seizing opportunities, and pushing boundaries to turn our vision into reality. And as you help us create a better world, we will help you build your own intellectual firepower.

Welcome to the relentless pursuit of better.

Inviting applications for the role of Manager, Model Implementation and Production Support

In this role, you will be responsible for driving and supporting model implementation, conducting UAT, root cause and attribution analysis for a banking and financial client.

Responsibilities

You will be primarily working as a consultant for the centralized advanced analytics team of a banking or financial firm to support the Model Execution and Production team which functions to gather business requirements in partnership with Business Analysts and conducting User Acceptance Testing (UAT) of newly developed or enhanced applications. You would be required to partner with cross-functional business teams, data and technology teams and require strong project management diligence. The job entails periodic production support for mission-critical risk systems generating RWAs, Loss forecasts, capital estimation and provisions for the bank. You will also be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed; Your activities will include, but will not be limited to the following:

· Perform periodic model runs for generating scenario-based model forecasts for CCAR, CECL programs. Generate data control reports for data pull, transformation, preparation for model execution.

· Perform downstream analysis for reserve/capital analysis by business unit, vintage, key drivers, scenarios etc. Attribution analysis and drill downs for model change, adjustments, portfolio mix, M-0-M/Q-o-Q etc.

· Work on semi-automated documentation & visualization of aggregated results, charts, tables, plots along with manual commentaries

· Provide reporting & approval support across risk committees, regulatory submissions, and other stakeholders

· Deploy models into production environments and integrate them with existing systems and processes. Work closely with application development and infrastructure teams to ensure seamless execution of models in real-time environments.

· Develop and implement monitoring systems to track the performance of deployed models.

· Monitor model performance and address any issues related to execution and integration promptly. Proactively identify and address any issues related to model drift, degradation, or deviations from expected behavior.

· Coordinate and execute end-to-end testing efforts with internal and external interfaces, particularly in more complex end-to-end testing situations. Assist in coordinating the implementation of changes to improve performance and post implementation support.

· Prepare data for testing application functionalities in large, complex systems.

· Record and analyze results of testing sessions, prepare summary reports and status updates, present results to all involved parties.

· Maintain comprehensive documentation and generate regular reports on model performance, highlighting key insights and recommendations.

· Propose recommendations to improve implementation/execution or production systems and capabilities based on identified risk and control gaps.

Qualifications we seek in you!

Minimum qualifications

· Relevant years of experience in BFS Risk analytics with experience in supporting risk management through effective business analytics and software testing.

· Minimum of a Master of Science in Statistics/Economics/Finance or bachelor's in engineering, Computer Sciences, Information Management

· Familiar with risk systems technology, risk management theory, processes, and portfolio management reporting techniques

· Hands on experience in one or more industry leading data analytics and data visualization tools like SAS, Python, etc.

· Good scripting and automation experience using SAS/SQL/Python/Excel VBA etc.

· Hands-on Experience working on Model Risk Governance and Management and the different phases of the life cycle of models.

· Knowledge of industry trends and regulatory risk reporting processes like – CECL, IFRS 9, CCAR, Basel will be preferred.

· Strong client management and communication/presentation skills – written & verbal.

· Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision.

· Strong project management experience and demonstrated expertise in communicating and coordinating across multiple business units.

· Strong project management orientation with ability to work under time-sensitive commitments.

· Lead projects and teams - provide thought leadership, technical guidance, training, and oversight.

Preferred Qualifications/ Skills

· Strong networking, negotiation and influencing skills.

· DBA experience supporting mid to large size database environments.

· Expertise in Spotfire, SAS, Python, R, Excel-VBA

· Familiarity with Agile Project Management, knowledge of JIRA and other workflow management tools, is preferred.

· Familiarity with econometric modeling, machine learning, statistical modeling, or application risk scoring is preferred.

Job tags

Salary