AVP - Regulatory Models Coding & Implementation

About this role

• Maintain codes in SAS and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process
• Enhance model codes as per request raised by model development and other teams
• Develop from scratch new software and technological platforms to deliver similar and enhance functionalities
• Maintain inventory of codes and access controls as per control process
• Improve code management, request management and access control processes
• Improve code run time and standard report generation process
• Produce on-demand runs to support analytical requests from peer groups and model sponsors
• Work closely with all modeling functions as the codes developed by this team will be used by all others
• Support extensive user acceptance and implementation testing of the code
• Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process
• Deliver comprehensive write-up of software platform development and maintenance process
• Understand model variables and economic forecasts
• Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
• Maintain and improve automation solutions
• Ensure timely completion of governance controls
  
  

• Strong programming skills in SAS are required. Basic programming skills in Python and R
• 7 - 10 YEARS SAS programming experience
• Experience of working in SAS for a financial institution.
• Experience of automating model development and reporting
• Understanding of SAS based technology systems & infrastructure
• Understanding of Big Data Platforms is a plus
• Lead multiple projects independently.
• Manage effective team delivery
• Ability to manage work in cross functional teams
• Effectively coordinate with model developers/SMEs to analyze model forecast results and explain to both technical and non-technical senior audience.
• Good understanding of regulatory requirements
• Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
• Experience in developing end-to-end automation of modeling processes
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences