Data Scientist with Model Risk Management

Position - Data Scientist with Model Risk Management

Need atleast 10+ yrs Exp

Model Risk Management requirements : - Experience in Model Risk Management is Highly preferred.

Scorecard Model Validation:

• Hands-on validation or development experience (2-3+ years) in AI/ML models (e.g., random forest, GBM, XGBoost, Light GBM, CatBoost, neural network, Generative AI) for credit acquisition, credit portfolio risk management, marketing, collections, and fraud detection etc.
• Strong programming skills in Python, R, and SQL
• Outstanding knowledge in statistics, mathematics, econometrics, or finance

Financial Model Validation:

• Hands-on validation or development experience (3+ years) in loss forecasting models, PPNR models, Economic Capital models, or market and liquidity risk models
• Strong skills in statistical models, time series analysis, or econometrics
• Strong skills in Python and Excel

Model Governance:

• 2+ years experience in SQL/PostgreSQL, Python, VBA, Tableau ,Snowflake, Teradata, JIRA with minimum 1 year experience in MIS reporting within financial services.