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Strong Tier-1 bank brand and metro location but niche senior model-risk specialization limits candidate pool.
Requires deep consumer credit risk and regulatory modeling expertise, limiting transferability across industries.
Explicit 10+ years, mandatory model-monitoring banking experience and technical stack requirements make hiring filters strict.
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Own end-to-end monitoring and analysis of non-regulatory credit risk decision models for unsecured consumer lending products (e.g., credit cards).
Perform root cause analysis and communicate model performance insights to senior stakeholders and risk management teams, influencing risk strategy and business decisions.
Manage cross-functional collaboration across development, policy, validation, and governance teams while independently handling projects and mentoring junior members.
10+ years of experience in model analytics and insights, with at least 7 years in model monitoring and business insights generation.
Advanced degree (Bachelor's required, Master's preferred) in Statistics, Computer Science, Operations Research, Economics or a related quantitative field; MBA eligible only if focused on quantitative risk management.
Proficiency in programming languages such as SAS, SQL, Python and experience with automation/reporting tools like Excel VBA, Tableau, Cognos.
Strong knowledge of traditional modeling techniques, machine learning algorithms, and model performance metrics; excellent communication skills for technical and non-technical audiences.
Experienced individual contributor with deep expertise in risk model monitoring and credit risk analytics for consumer lending portfolios.
Skilled at translating complex model performance data into actionable business insights for senior risk leaders and policy teams.
Capable of managing end-to-end analytic projects independently and driving cross-team collaboration while mentoring junior analysts.