Source description
About the role
Job Title: Senior Associate Data Scientist, AI General Model Validation Location: Bangalore Business Team: Model Risk Validation team plays a critical role in safeguarding the integrity of data-driven decisions across the Group. We provide second-line assurance through rigorous oversight and challenge, ensuring every model meets internal and regulatory standards. Join us and be part of a team that is shaping the future of risk, technology, and AI across the bank. Impact contribution: As a key member of our Model Risk Validation team, you'll drive robust validation processes, deploy cutting-edge analytics tools, and embed robust risk management practices across our model ecosystem. You'll work with a high-performing quantitative team, collaborating to uphold the integrity of our model risk framework while influencing the Group's broader AI and transformation strategies. Roles Responsibilities: Model Validation Perform validation activities assessing data quality, modelling methodologies, model performance and regulatory compliance across the model lifecycle (including new models and ongoing post-implementation fit-for-purpose reviews). Stakeholder Engagement Engage proactively with stakeholders including internal audiences and forums comprising model developers, owners and monitors to communicate findings, risks, and recommendations. Strategic Transformation Continuous Improvement Contribute to strategic transformation and continuous improvement in the validation function, streamlining workflows, uplifting validation methodologies, and enhancing the quality, consistency and efficiency of validation outcomes. Essential Skills: 3-6 years of credit risk model validation or development experience. Demonstrated experience in end-to-end delivery of projects; and sound communication and time management skills. Tertiary qualifications, with above average academic achievements, in a quantitative discipline such as mathematics, statistics and econometrics. Programming skills in SAS, R, Python and SQL Experience with the Basel regulatory standards regarding credit risk is essential Experience with and relevant APRA regulations on IRB IFRS9 and stress testing is advantageous Expertise in using Jupyter notebooks or R-markdown, GitHub is a definite advantage Working knowledge of copilot, GPT, Claude etc. is a necessity Demonstrated skills in written and verbal communication, including ability to interpret and report complex material and make sound recommendations to a range of stakeholders. Education Qualification: Bachelor s degree or master s degree in engineering in Computer Science/Information Technology. Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
More at CBA Cross Border Associates