Senior Manager

ML Model Validation- Providing a well-integrated broad array of risk management services for financial institutions with a high level of efficiency and quality; Validation of acquisition risk scorecard models ( GBM), experience in backtesting, familiarity with advanced techniques like Shapley, hyperparameter tuning techniques (Grid, Bayesian etc) along with other key metrics Supporting financial institutions through the definition of the governance models, policies, processes and procedures in accordance to local, national and global requirements. Assisting in establishing, monitoring, evaluating and interpreting data with a risk management focus; Supporting the implementation of key regulatory requirements and guidelines; Developing Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers; Developing time series Stress Test models to support capital planning initiatives; Supporting performance monitoring and model validation; Performing data manipulation and analysis using SQL, Python and other tools and present results and recommendations to Credit Risk Management; Participating in regulatory risk assessment exercises and independent reviews of the applicable prudential framework; Identifying risk and/or improvement opportunities; Understanding and adhere to the clients’ risk and regulatory standards, policies and controls in accordance with the clients’ risk Appetite; Identifying risk-related issues needing escalation to management; Show more Show less