22/10 Mayuri Deb
Consultant at Pylon Management Consulting Pvt Ltd

Views:283 Applications:75 Rec. Actions:Recruiter Actions:3

Senior Manager/Manager - Model Validation & Machine learning - SAS/Python (6-14 yrs)

Bangalore Job Code: 858387

The Role Responsibilities

Processes

- Credit Risk Model Validation

Risk Management

- Perform an independent validation of new and existing scorecards that are used in credit risk management and are developed using machine learning techniques.

- Qualitative review of model development process including underlying assumptions & theoretical basis.

- Quantitative assessment of model performance via data evaluation and statistical testing.

- Documentation of validation findings and communication of results to senior management and presentation to relevant committees.

- Coordination with internal stakeholders on model issues, achieving suitable resolutions.

- Assist with delivery of the validation plan and ensure that the validation meets the required standards.

- Recommend improvements in the models.

- Assist Head of Model Validation in addressing concerns or questions relating to the models.

Key Stakeholders

- Enterprise Risk Analytics

- Group Retail Risk

- Country Risk Teams

- Group Internal Audit

- External Audit

- Regulators - PRA, BNM, MAS, FSS etc.

- Model Risk Management

- Group Operational Risk

Our Ideal Candidate

- At least graduate level qualifications in statistics, banking, finance, computer and data science, econometrics, mathematics or related quant field.

Women-friendly workplace:

Maternity and Paternity Benefits

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