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04/02 Ruchita
HR Recruiter at New Avenues Consulting

Views:309 Applications:69 Rec. Actions:Recruiter Actions:25

Vice President - AIML Validation - BFS (10-16 yrs)

Noida Job Code: 888825

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

Women-friendly workplace:

Maternity and Paternity Benefits

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