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 - Developing application scorecard models using XGBOOST technique on python". Aforesaid can also be broken further to following keywords as: - Application Scorecard - XGBOOST technique - Python programming 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: - 2+ 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

Piramal - Model Risk Analyst 

Piramal - Model Risk Analyst  ,Job Description for Piramal - Model Risk Analyst  in Piramal in  Mumbai for (2-5) years of experience. Apply Now!

Job Description for Piramal - Model Risk Analyst  in Piramal in  Mumbai for (2-5) years of experience. Apply Now!