Model Risk Analyst Job Description: Model Risk Analyst Role Summary: The Model Risk Analyst is an intermediate-level position responsible for assessing and reporting the risk(s) arising out the credit risk models under retail business Responsibilities of the role will include: - Candidate must have prior experience in the development, validation and monitoring of various models using machine learning techniques. - Assist in risk assessment of models quantitatively at various levels (data quality, sampling, variable selection process, model performance metrics/outcomes analysis) for retail lending business. - Candidate shall be responsible to assist in performing gap analysis, model risk findings for credit risk models within retail business - Candidate shall be responsible for exploring latest industry trends in modeling approaches - Candidate shall be responsible to support in documenting the findings, analysis regarding the construct of the models etc. for the credit risk models under retail business - Any other matters assigned by the Head of Model Risk or line manager Candidate Profile: - 3+ years of hands-on experience in developing application scorecard models (PD) using Machine Learning technique (XGBOOST) - Graduate/Master's Degree in a technical or quantitative finance related areas - Good programming skills on python platform - Good understanding towards score calibration - Understanding towards bureau data - Knowledge on any other modelling technique like (Logistic regression, Neural Networks etc.) would be a plus - Collaborative and a team player, able to work well in cross functional teams including Risk, Business, Operations and Technology teams.

Mumbai

Navi Mumbai

Model Risk Analyst - KPO/Research/Analyst 

Model Risk Analyst - KPO/Research/Analyst  ,Job Description for Model Risk Analyst - KPO/Research/Analyst  in Kairos Consulting India in  Mumbai Navi Mumbai for (2-10) years of experience. Apply Now!

Job Description for Model Risk Analyst - KPO/Research/Analyst  in Kairos Consulting India in  Mumbai Navi Mumbai for (2-10) years of experience. Apply Now!