Axis Bank - Model Governance Role - Data Science Team

Job Description

The person would be a part of the Data Science team and would primarily focus on model monitoring & governance, within the BIU team.

The candidate is required to:

- Assess model behavior and its suitability to particular products/structures

- Develop and implement model benchmarks and compare the outcomes of various models; design model performance metrics

- Assess appropriateness of the model's output risk sensitivities

- Cogently documenting analysis findings and sharing with stakeholders

- Support and contribute to the ongoing initiatives aligned with business priorities"

Key Result Areas

- Effective governance and tracking of the models

- Highlight any potential risk(risks of suboptimal business decisions, reputational damage) proactively for better risk mitigation

- Ensure flawless delivery of projects on time

Competencies Required

- Very strong analytical and problem solving abilities

- Good understanding of the conventional & new age machine learning models build process

- Expertise on DBMS tools such as Oracle, Hadoop and SQL

- Good communication, presentation and inter-personal skills

- High level of motivation and be a fast learner

Academic Qualifications Required :

Post graduation in Statistics or Economics OR M.B.A. (Finance / Quantitative Methods) OR Engineer

- Good knowledge of statistical model build process & implementation of the models; Model Monitoring of logistic & new age models

- Experience in Independent validation of statistical models is a plus

- Must have worked on SAS, SQL