Model Validation Role - Retail Risk - NBFC

Model Validation- Retail Risk- NBFC

- Retail Credit Risk Model Management and Risk Analytics

- Validation of Underwriting, Collection and Expected Credit Loss (ECL) models

- Work independently on variety of analytical tasks and projects during the production of model, monitoring reports, validations and collaborations

- Analyse the results of MI and model validation procedures & investigate significant and unusual model performance variances to ensure required risk analysis

- Effective execution and consolidation of information for critical management committees

- Automating manual reports and processes & liaising with relevant stakeholders for value-added insights

- Maintains Inventory of all relevant MIS / Reports / Dashboards

- Active participation and contribution in developing a purpose led and high-performance culture, driven by growth mindset

- Take ownership and provides technical leadership to more junior analysts in the team

Eligibility Criteria for the Job:

- Education Master's Degree in Statistics, Operational Research, Economics, Mathematics, Engineering

- Experience 4 + Years of relevant experience

Skills & Competencies:

- Strong coding experience of SAS and Python

- Good knowledge of MS-Office suit, Data Warehouse, Data Lake and Cloud Data platforms

- Ability to understand Credit related data and its use in reporting

- Understanding of Bureau data

- Experience working with ML models such as Linear/Logistic Regression, Clustering, Neural Networks, Random Forest, etc. will be an add on