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Model Validation Engineer-SAS| Multiple|2+ Yrs

  • HuQuo
  • Multiple
  • 2 - 7 Yrs

Job Description

  • Critically reviewing the appropriateness of a vendor model development document with respect to modeling objective, model data inputs and model performance metrics like PSI, KS, False Positive Ratios, Fraud Detection rates etc.
  • Producing high value model validation and implementation reports, including highlighting risks, limitations and evaluation on each part of the model lifecycle
  • Evaluating the Model testing approach and results for individual models in accordance with MRG guidance
  • Assessing the ongoing performance monitoring of the models
  • Contributing to regulatory and internal audit related responses on risk rating assigned to various Fraud Models
  • Collaborating with other teams within Risk and the Business regarding implementation of models to facilitate compliance with the policies, procedures, and guidance
  • Supporting the process of delivering and maintaining best-in-class reports in compliance with process standards, guidance, practices, templates and other documentation
  • Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality

Job Responsibilities

  • Previous experience (2+ years) in model Validation/Modelling/Monitoring, preferably in BFSI.
  • Past experience in problem solving roles
  • Knowledge of credit cards
  • Hands on work experience in SAS
  • Prior experience in Fraud analytics would will be a plus.

Location

Ahmedabad, Gujarat, India

Gurgaon, Haryana, India