Scouting for Model Validation

Roles and Responsibilities:
 
Experience in model validation/development of Fraud Risk/Credit Risk Models
Model validation includes conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation
Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation
Review, critical assessment and challenge of models on conceptual soundness, development evidence in support of modeling choices, performance, implementation nd docuemnttaion
Strong statistical analytics skills and knowledge on advanced analytical tools including SAS, R, Python, SQL etc.
Strong Communication Skills
Strong Problem Solving skills and good in dealing with clients