Associate/Senior Associate - Model Validation - Risk Analytics - NBFC

Associate / Sr. Associate - Model Validation Risk Analytics - NBFC

Responsibilities include:

- Retail Credit Risk Model Management and Risk Analytics

- Validation of Underwriting, Collection and Expected Credit Loss (ECL) models

- Work independently on variety of analytical tasks and projects during the production of model, monitoring reports, validations and collaborations

- Analyze the results of MI and model validation procedures & investigate significant and unusual model performance variances to ensure required risk analysis

- Effective execution and consolidation of information for critical management committees

- Automating manual reports and processes & liaising with relevant stakeholders for value-added insights

- Maintains Inventory of all relevant MIS / Reports / Dashboards

Skill-set required:

- Strong coding experience of SAS and Python

- Good knowledge of MS-Office suit, Data Warehouse, Data Lake and Cloud Data platforms

- Ability to understand Credit related data and its use in reporting

- Understanding of Bureau data

- Experience working with ML models such as Linear/Logistic Regression, Clustering, Neural Networks, Random Forest, etc. will be an add on