Model Development & Validation Role - Credit Risk/SAS - Bank

Model development & Validation (Credit Risk , SAS)

Looking for Immediate to 30 Days max Notice period.

- Candidate will be Validating Model across banking domain like Credit Risk/Fraud risk/Treasury /Marketing etc. including but not limited to Regulatory Models like CCAR and CECL.

- Documentation of High quality validation reports as per the standard guideline and presentation of the same to senior leaders

- Knowledge of Banking Industry is good to have but not Mandatory

- Ability to understand and interpret various performance metrics resulting from various statistical technique

- Ability to understand and Interpret Machine learning Models. Familiarity with algorithm of these Models

- Candidate needs to have direct communication with onshore team as well as with the Model Owner.

- Should be able to convey the shortcoming in the model to the audience.

- Should have knowledge of at least one statistical software like SAS/Python/R