Work with vendors and internal modeling partners to develop approval documentation for new fraud scores and algorithms
Conduct periodic model validations on scores, looking for key metrics such as precision, recall, rank ordering of score performance
Partner with our Strategies teams to communicate model performance and trends
Work with our partners in Model Risk Management (MRM) to close out any follow-up items on partially/conditionally approved models
Develop dashboards and MIS to show model performance, trending, and potential issues
Support automation initiatives within the team

Advanced degree, preferably in Statistics/Mathematics, Computer Science, Engineering or other quantitative discipline from a premier institute
Technical certifications in SAS, SQL preferred
5
7 years of experience
Experience in SAS or SQL is required
Knowledge of Python/PySpark is strongly preferred
Experience with other data extraction tools like Hive, HUE, or Pig
Proficiency with visualization software such as Tableau and presentation software such as PowerPoint
Bachelor’s degree preferably in a quantitative discipline such as mathematics, statistics, engineering, computer science, finance, or business
Post graduate degree is a plus
U.S financial services experience preferable
Understanding of business domains like Fraud/Compliance/Risk preferable

Manager

Key skills