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Assistant Vice President - AIML Validation - BFS (8-12 yrs)
Job Title : AIML Validation AVP
Location : Noida
Successfully balance the following responsibilities:
1. Provide independent review (IR) and challenge of different aspects of model (conceptual soundness, model performance etc.) across different model types (credit risk, fraud etc.) to a high degree of depth, as required by and detailed in the Bank's policies and standards. This role will be part of Group Risk IVU team.
2. Provide input to/support the governance and reporting processes related to model risk management.
What will you be doing?
1. Independent review and challenge
a. Work on independent review of diversified set of models - Fraud, CCAR, Decision, ECM, business strategy etc.
b. Perform technical analysis and/or build alternative benchmarks to new and existing models, in line with the requirements set out in the bank's standards and policies.
2. Governance and Reporting
a. Review regulatory requirements to ensure compliance with different regulatory guidelines e.g. SR 11-7
b. Support the development and review conformance with appropriate policies including Group Model Risk policy
What we- re looking for :
- Strong analytical skills with experience developing or validating predictive machine learning models on large data sets in Hadoop environments using tools such as Python, Spark and MLLib.
- Proven expertise/in depth knowledge of one or more of the following areas of model risk management: Fraud, Application/Behavioural Risk scorecards, Existing Customer Management etc.
- Hands-on experience in the use of statistical packages such as SAS, R, Python. Expert user of Microsoft Excel and other Microsoft Office tools.
- An ability to identify and analyse appropriate external data sources for model development or validation.
Skills that will help you in the role
- Relevant experience in a modeller/validator role in the financial services industry.
- Advanced understanding of the quantitative techniques used in developing and validating models including Machine Learning, regression analysis, reject inference, decision trees and cluster analysis.
- Masters in Statistics, Mathematics, Economics, operational research, Engineering, MBA
- Certification in Machine Learning.
Where will you be working? - Noida
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