Manager, Modeling Job Description
Manager, Modeling Duties & Responsibilities
To write an effective manager, modeling job description, begin by listing detailed duties, responsibilities and expectations. We have included manager, modeling job description templates that you can modify and use.
Sample responsibilities for this position include:
Manager, Modeling Qualifications
Qualifications for a job description may include education, certification, and experience.
Licensing or Certifications for Manager, Modeling
List any licenses or certifications required by the position: CFA, CPA, FRM, INFORMS, SAS, HANA, SQL, PROC, ACCA, CTP
Education for Manager, Modeling
Typically a job would require a certain level of education.
Employers hiring for the manager, modeling job most commonly would prefer for their future employee to have a relevant degree such as Master's and Bachelor's Degree in Statistics, Economics, Engineering, Mathematics, Finance, Computer Science, Business, Math, Applied Mathematics, Management
Skills for Manager, Modeling
Desired skills for manager, modeling include:
Desired experience for manager, modeling includes:
Manager, Modeling Examples
Manager, Modeling Job Description
- Serve as overall project management resource responsible for ensuring adequate quantitative model coverage for all GECA exposure
- Create the foundation for more sophisticated approaches to modeling and advanced analytics where beneficial
- Manage multiple, cross-functional (Risk, Finance, IT, Ops) projects addressing data, process, model, analytics and policy gaps involving quantitative risk models
- Drive simplicity and efficiencies in the deployment of models, including wing-to-wing management of the model development, approval, implementation and monitoring process
- Determine product features, functionality and drive the creation of a fluid, visually appealing, interactive, engaging, and yet logical and highly usable consumer experience
- Identify and communicate development priorities for new features and prepare corresponding justification to gain support from business owners
- Monitor competitive trends and track features/functionality of competitive set
- Lead and develop underwriting scorecards for Auto, Credit Card, Home Equity, and Mortgage
- Lead and develop predictive models for consumer portfolio management
- Develop scorecards and calling strategies for early stage and late stage collections
- Extensive experience in all aspect of data driven processes (data mining, model development, bureau data feeds) focusing on control measures throughout
- Strong track record in developing the best-in-class tools for engineering control measures
- Strong understanding of lending products from marketing, pricing and policy perspective
- Great leader in talent management, communication and influencing
- Deep knowledge of financial markets, Asset/Liability management, Funds Transfer pricing and various stress testing methodologies
- Minimum 5 years of modeling and quantitative analysis experience within the finance industry
Manager, Modeling Job Description
- Proficiency in Rhino is required, with a knowledge of T-Splines (or sub-D modeling) a plus
- An expert knowledge of Rhino 3D to create intricate 3D geometries and surface repair of existing NURBS- and mesh-based 3D models
- Ability to effectively identify and communicate team member’s strengths and development opportunities
- Visualization skills to a high level
- Ability to collaborate and strong desire to excel
- Proven pro-active team player
- Ability to react and respond quickly to the needs of management and all business partners
- Take directions from others and can delegate workload accordingly
- Background in T-Splines, Modo, Optitex, Marvelous Designer, CLO3D, SolidWorks, Z-Brush, Adobe CS, V-Ray, Deltagen a plus
- Degree in media technology, media design, or industrial design
- Advanced Excel including Macros required knowledge of SQL/Database tools
- Experience in model development or validation with an advanced knowledge of stochastic calculus and statistical analysis
- Familiarity with the Bank’s compliance framework and policies
- Proficient programming skills in one of C++, C#, MatLab, or SAS
- Expert knowledge of SAS, SQL or equivalent and familiarity working in a UNIX environment analytical research and experience working with large datasets
- Must have 5+ years of experience in predictive modeling techniques (linear regression/logistic modeling, decision trees, clustering, ) using either SAS, R, SPSS
Manager, Modeling Job Description
- Knowledge of patternmaking or patternmaking software (Optitex, Gerber, Lectra, ) also a plus
- Research and design innovative new data products either independently or with team, including advanced scores and indexes through exploration of existing and new data sources
- Engage with client analysts to specify and obtain all required data and inputs for analysis and analytics tool configuration, including the modeling solution
- Perform the detail data processing of the pre-modeling/pre-scoring data preparation
- Develop models employing appropriate statistical and/or data-mining techniques such as (Regression, GLMs, clustering, decision-trees)
- Research and develop solutions including (but not limited to) data analysis and transformation, model creation and analysis, execution of data conversion scripts, and reporting
- Suggest and create software tools to streamline the building of models and other analytics
- Of the non-retail internal risk rating system and ensures that the rating
- Responsible for conducting complex analysis using statistical and other quantitative techniques
- Work closely with sales teams in support of sales opportunities and major programs for your product area
- Solid 5+ years of experience with experimental test design and preparing testing scenarios (chi-squares, sequential designs, analysis of variance, sample size estimation, t-testing, a/b testing, test/learn) using SAS, R, SPSS
- 2+ years of people management (hiring/firing/mentoring, performance reviews)
- Must be proficient in predictive modeling techniques (linear regression/logistic modeling, decision trees, clustering, ) using either SAS, R, SPSS, STATA
- Knowledge of credit portfolio management and measurement techniques (methodologies of economic capital, capital allocation, RORAC, general allowance model, risk aggregation and diversification ) and tools such as CreditMetrics, KMV Credit Monitor, KMV Portfolio Manager, KMV Risk Frontier
- Project and resource management ( technical lead for a team of quant analysts )
- Good ability in problem-solving
Manager, Modeling Job Description
- Produce technical papers, articles, and user stories in support of the product area
- Create and maintain technical product examples
- Analysis web traffic and optimize web pages for readability and visibility
- Create product video and webinar content for the web site
- Work with education sales to support professors and book authors in use of the products
- Ensuring consistent, transparent communication with his MC and Region stakeholders
- Provide analytical services and Commercial Modelling deliverables to support business model optimization in geographical areas of responsibility
- Support development of Commercial Modelling capability in the region aligned to the commercial importance of the respective MCs, as implied by the current and future value at stake
- Interact with the appropriate functions
- Contribute to the improvement of the region's key performance indicators (effectiveness, productivity, quality and costs)
- Must be willing to work out of an office in Danbury, Chicago, New York City, Irving, Eden Prairie, East Holladay Utah
- Bachelor's degree in Risk related field (Accounting, Business, Economics, Finance, Math/Stat, Operations Research, with Quantitative underpinning) with 10+ years of relevant Risk or Finance experience OR Bachelor's degree in quantitative related field (Economics, Finance, Math/Stat, Engineering, Operations Research, ) with 5+ years of relevant Risk, Finance, or graduate research experience and a graduate degree in economics field (applied econometrics in panel or time series techniques)
- Demonstrated experience in statistical model lifecycle management, including proficient level of expertise with at least one statistical modeling language/utility (Matlab, Stata, R, SAS or equivalent) proficiency and expertise building and implementing routines for data transformation
- Expert knowledge of advanced mathematics, such as Bayesian statistics
- Knowledge of financial theory and commonly traded instruments
- Experience with numerical algorithms
Manager, Modeling Job Description
- Deploy cutting edge technologies and processes to meet the specific challenges of the regional environment
- Development, maintenance, testing and documentation of various statistical and financial models
- Support Treasury Personal Saving group with their analytical needs
- Participate in different forecasting (balance, acquisition, price, ) related to the Personal Saving products using various quantitative models and techniques
- Participate in firm-wide CCAR stress testing
- Collaboration with other Corporate Planning modeling teams
- Communicating models internally and incorporating stakeholder feedback
- Interaction with the internal validation and audit groups in addressing model validation findings
- Designing and implementing solutions for non-routine problems utilizing a large array of know-how areas within analytics generalized regression, decision tree, non-parametric
- Designing and overseeing implementation of solutions for non-routine problems utilizing a large array of know-how areas within analytics generalized regression, decision tree, non-parametric
- Graduate-level knowledge of a quantitative discipline such as physics or mathematics
- Experience with operational risk modeling, or other EC models
- Familiarity with revision control software, especially git
- Competence in data science and management including cleaning and scrubbing methods, merging and integrating data from a variety of sources and platforms
- Facility with Very Large Data Sets and developing tools to extract knowledge from the data
- Exceptional statistical skillset that can be applied to delivering solutions based on quantitative analysis of the data or Solid foundation in statistics and statistical learning techniques