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Modeling Analyst

Aumni

Aumni

IT
Bengaluru, Karnataka, India
Posted on Tuesday, August 27, 2024

Job Description

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.

As a Modeling Analyst in our Risk Management team, you will be responsible for the development of vendor models, understanding various consumer products and key risk promoters for statistical credit models of those products. You will have the opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation. If you are intellectually curious and have a passion for promoting solutions across organizational boundaries, you may be the perfect fit for our team.

Job Responsibilities:

  • Evaluate, test, and validate vendor models for their effectiveness to address the business proposition being evaluated (typically credit risk) as well as other risk components.
  • Understand/evaluate efficiency of state-of-the-art modeling techniques including both classical statistical modeling approaches and modern machine learning approaches to enhance existing models and tackle challenging modeling problems.
  • Manage end-to-end model development process, including data sourcing, manipulation, exploratory data analysis and pattern discovery, documentation, assisting with implementation, and performance monitoring.
  • Collaborate with cross functional partners in Risk, Finance, Technology, Model Governance throughout the entire modeling life cycle.
  • Interact with third party vendors and making sure Chase can gain maximum synergies on use of these vendor models.

Required qualifications, capabilities, and skills

  • Advanced degree in a quantitative discipline (e.g., Mathematics, Statistics, Economics, Computer Science, Operations Research) with minimum 6 years of relevant working experience
  • Strong data analysis and statistical/economic modeling experience, such as generalized linear models, multivariate analysis, and time series analysis.
  • Proficiency in advanced analytical languages (e.g., SAS, Python, R)
  • Ability to work with large data and perform extensive analysis to draw useful insights.
  • Strong communication skills to present to and collaborate with business partners and model end-users.
  • Strong organizational and multi-tasking skills with demonstrated ability to manage expectations and deliver quality results on time.
  • Comfortable working both independently and in a team environment.

Preferred qualifications, capabilities, and skills

  • Knowledge of vendor management/ similar experience in past is very useful
  • Familiarity with framework of machine learning pipeline (e.g., tensor flow, scikit-learn) is not required but a plus.