Model Validation Role - Credit Risk - Private Sector Bank

Hiring for a renowned private sector bank

- In-depth and End to End Validation of Credit risk models using both classical statistical techniques and machine learning approaches. Models span various Businesses of the Bank including Consumer Finance, Personal loans, Mortgages, Micro-Finance, Small Business Banking, Credit Cards, Corporate Banking, etc. and include both Acquisition and Behavioral score cards as well.

- Collect and analyze large datasets to calibrate and validate credit risk models.

- Evaluate the creditworthiness of Clients/Businesses and predict potential losses.

- Collaborate with cross-functional teams - FLoD (Model Developers, Model Owners, Risk, Businesses), Bureau teams, etc. to opine on the utility of the credit risk models in business decision-making processes.

- Staying up-to-date with Banking industry trends and Global/Regional as well as Local regulatory requirements.