Senior Manager - Data Science & Model Validation - BFSI/Consulting Firm

Sr. Manager - Data Science and Model Validation

Dynamics of the Role :

- Quantitative validation of generic bureau models developed by the Data Science and Analytics Team.

- Development and implementation of model validation processes in compliance with the regulatory requirements in the mentioned topics

- Follow-up and formulation of recommendations to improve the different model performances

- Strategic and independent partner to the DSA team

- Strong interpersonal and communication skills

- Writing skills and experience with preparing and delivering model validation reports , taking into account the dynamics of the changing micro and macro environment.

- Relevant industry experience with ability to demonstrate a deep understanding of domain (e.g across the credit Lifecyle) served, keeping with trends in the application and impact of domain solution.

Responsibility :

- Implementation and maintenance of model validation processes

- Conduct validation and ongoing monitoring activities for new and existing models. Provide assessment by writing a comprehensive validation report based on his/her judgment of the validation results.

- Provide effective challenge to the model design and construction and conduct incremental analysis and testing as necessary

- Review of back-testing exercises produced by the Modeling team

- Management of recommendations aiming at ensuring the adequacy and the compliance of models (issue and monitoring)

- Leading a team of model validation analysts

- A core member of the Model Governance Board (a decision-making body) related to new model development and validation

- Validation of methodological choices and contribution as an expert to the model review

- This position provides a very significant amount of learning and growth opportunities from both technical and leadership perspective.

- The incumbent will be exposed to different areas of business operations and a variety of modeling approaches, including machine learning on top of industry standard tool

Experience and Skills - Qualification :

- Master's degree in Business Administration/ MSc Statistics / or a related field

- Minimum 2+ years of relevant experience

- Proficiency in SQL, R, Python

- Executive presence and assertiveness.

- Self-starter, ability to work independently, handle ambiguous situations and exercise judgement in variety of situations.

- Strong communication, organizational, verbal & written skills.

- High degree of responsibility and ownership, strong multitasking, coordination and tenaciously looking for ways to get