Python 3, 70 bytes
from time import*
lambda s:strftime("%b%y",strptime(s,"%Y%m")).upper()
This uses the built-in strftime
and strptime
functions.
For 2 bytes1 byte more, here's a version which parses the string manually:
lambda s:"JFMAMJJASONDAEAPAUUUECOENBRRYNLGPTVC"[int" JFMAMJJASONDAEAPAUUUECOENBRRYNLGPTVC"[int(s[4:])-1::12]+s[2:4]
This encodes the month names in an interesting way (thanks to Henry Gomersall for saving a byte).