Position Overview
This position within Global Consumer Banking will focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (, Credit Cards). The responsibility includes but not limited to the following activities:
Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value. This would include performance assessment, drill down root cause analysis for performance deterioration, mitigation action providing rational for continued usage of the model as applicable.Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the heath of the model, connecting model metrices to business scenarios explaining the breach in model performance.Partnering with Risk Policy leads to help unders...