Manager - Model Governance/Validation - Credit Risk

: - Model development / Validation (credit risk Models) - We are hiring for a leading Banking/ Financial Services based at Mumbai/ Gandhinagar/ Chennai. Experience: - 5-8 yrs in Model Validation for financial Services with good Python, SAS & SQL programming skills. Education: - B.Tech/ Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science with good knowledge in of financial mathematics including stochastic calculus, Statistical Modeling/ Non-Linear Modeling/ Regression Models/ IRBB models / IFRS 9 models and time-series modeling. Role & Responsibilities: - Validate/ Develop Fraud risk/ credit risk models/ Regulatory Models/ Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc. - This includes regulatory models (capital/impairment), credit decisioning and stress testing models. - Delivering robust, predictive models and tools that are compliant with both internal and external regulations. - Identify and use cutting edge techniques to develop best in class models. - Deliver high levels of accuracy and internal consistency/validation within own project. - Provide business with insights and recommendations in order to improve strategy and process. - Develop high-standard SAS/Python code and model documentation. - Ensure accurate implementation of models and support their use, interpretation and monitoring.