Model Development Manager

Your RoleThe Model Development Manager equips and enable the various units of the bank in making timely and data-driven decisions on helping grow and manage the Bank’s book by equipping decision makers with robust scorecards and/or models developed either statistically or through expert-based judgement, which will aid business in growing the customer base while prudently managing the inherent risk carried by the various portfolios. Your ImpactDevelopment of sales propensity models to optimize sales productivity, and credit risk models to manage credit risk taking. Manage the model development process by: -Recommend the methodology or approach to undertake for the particular model to be developed, and ensure that this is aligned with both Group and Industry practice. -Recommend the sampling technique, factors to be considered, and key assumptions to be used in the model design and ensure that these assumptions are aligned industry best or acceptable practice. -Comprehensively and properly document all steps and issues undertaken throughout the model development process. Manage model stakeholders by: -Regularly facilitate milestone meetings with the team and stakeholders to discuss updates and gather inputs and/or feedbacks especially on key model assumptions that needs to be made. - Recommend, present, and/or defend the final model to be proposed. Manage the independent model validation exercise by promptly responding and addressing concerns of the validator and ensuring that all issues raised are properly addressed, mitigated, and/or resolved. Coordinate and test the deployment of scorecards and/or policy rulesets in the loan origination systems to ensure that the approved model and policies are accurately and appropriately used upon implementation. Facilitate requirements building, testing, and/or deployment of new data cubes in the local data warehouse to aid in reports/dashboard generation. Implementing the Data Governance Framework on the assigned area of responsibility by: -Monitoring data quality and ensuring identified data quality issues are addressed and if necessary, update policies or procedures to mitigate recurrence. -Assess interpretation of data across the data life cycle and ensure alignment/standardization. Other functions that may be assigned by superiors from time to time. Your ProfileBachelor Degree HolderBanking experience focuses in Credit Risk Analytics or Modelling, Data Science, and Business MIS is an advantageHas a relevant experience in Analytics, Statistics, Data Science, and ModellingHas vast knowledge of various modelling approaches or can easily adapt to new ones Programming skills to work with large datasetsPreferably using SAS, Python, or R language Data Science or Business Analytics short courses is a plus