JD for the role of ML Model Monitoring wirh EXL
*Credit risk XG Boost ML modelling
*Python, Adv SQL, Model Monitoring
*Fintech and Bank experience
Job Description:
Role Details: We are seeking a strong modelling professional with experience in
modelling,
machine learning, project management, model monitoring, validation and
implementation for
use throughout the retail portfolios of bank.
Responsibilities:
• Helping the financial institution with various aspects of model risk management (first
line or
second line) and regulations and Statistical & Machine Learning model development.
• Perform all required tests (e.g. – model performance, sensitivity, back-testing, etc.)
• Interact with model governance team on model build and model monitoring.
• Work closely with cross functional teams including business stakeholders, model
validation
and governance teams.
• Deliver high quality client services, including model documentations, within expected
timeframes.
• Experience managing teams, mentoring & coaching team of data analysts.
Requirements:
• Minimum 5+ years of experience in executing end to end model development /
monitoring/validation of ML models in banking – credit risk domain.
• Strong experience & understanding of Statistical and machine learning models.
• Strong understanding of credit risk and MRM model validation/monitoring regime.
• Experience in performing quantitative analysis, performance and validation metrics
generation
for portfolios.
• Ability to communicate technical information verbally and in writing to both technical
and
business audiences.
• Strong expertise in Python, SQL, Excel, Tableau [Hands on]