HR Recruiter at New Avenues Consulting
Views:309 Applications:69 Rec. Actions:Recruiter Actions:25
Vice President - AIML Validation - BFS (10-16 yrs)
Job Title : AIML Validation VP
Location : Noida
- To validate machine learning/ AI models used across banks
- Immediate need for ongoing work for decision/strategy/risk reward model validation
- Tactical objective to ensure High Materiality BAU models be brought into governance
- Other objectives include support internal and external auditor field work
What will you be doing?
- Work on independent review of diversified set of models - Fraud, CCAR, Decision, ECM, business strategy etc. for different financial products
- Perform technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models.
- Produce high quality IVU reports and presentations for key stakeholders;
- Engage with model owner and developers to communicate IVU expectations around the quality of model submissions
What we're looking for :
- Team handling experience
- Strong analytical skills with experience developing or validating predictive machine learning models on large data sets in Hadoop environments using tools such as Python, Spark and MLLib.
- Proven expertise/in depth knowledge of one or more of the following areas of model risk management: Fraud, Application/Behavioural Risk scorecards, Existing Customer Management etc.
- Hands-on experience in the use of statistical packages such as SAS, R, Python. Expert user of Microsoft Excel and other Microsoft Office tools.
Skills that will help you in the role :
- PhD a numerate subject such as Mathematics, Physics, Operational Research, or Financial Engineering, or a track record of performance that demonstrates this ability.
- Able to communicate and influence effectively
- Excellent knowledge and understanding of a wide variety of model development and validation statistical techniques covering primarily credit and market risk.
- Ability to work in a high performing team, and the ability to work and liaise with others in a multi-functional team
Where will you be working? - Noida