Consultant at Pylon Management Consulting Pvt Ltd
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Senior Manager/Manager - Model Validation & Machine learning - SAS/Python (6-14 yrs)
The Role Responsibilities
- Credit Risk Model Validation
- 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.
- 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.