Senior Manager - Model Risk Analyst

About the company

What’s In It For YOU

• SBI Card truly lives by the work-life balance philosophy. We offer a robust wellness and wellbeing program to support mental and physical health of our employees.
• Admirable work deserves to be rewarded. We have a well curated bouquet of rewards and recognition program for the employees.
• Dynamic, Inclusive and Diverse team culture
• Gender Neutral Policy
• Inclusive Health Benefits for all - Medical Insurance, Personal Accidental, Group Term Life Insurance and Annual Health Checkup, Dental and OPD benefits
• Commitment to the overall development of an employee through comprehensive learning & development framework
  

Role Purpose

Role Accountability

• Develop and manage/upgrade model risk policies and governance
• Review and approve new models, for their conceptual soundness, data integrity and output analysis
• Liase with internal stakeholders to communicate model breach, data requirements, understanding gaps etc.
• Manage and handle queries from external or internal auditors relating to model governance.
• Responsible for independent periodic review of the models
• Liase with external vendors for periodic and detailed model validation
• Work with external vendors to evaluate new products related to model monitoring
  

Measures of Success

• Create and maintain model inventory for the organization
• Create and maintain model renewal and validation
• Ensure resolution on model breaches (if any)
• Ensure proper documentation of risk review of the new model
  

Technical Skills / Experience / Certifications

• Good knowledge of SAS,SQL, Python, MS Office, BI tools etc.
• Ability to understand all credit card related data elements
• Ability to work in a distributed data storage environment
• Strong understanding of modelling concepts and model validation as a line of defense
  

Competencies critical to the role

• Self-driven, able to work in teams or independently.
• Strong attention to detail and ability to notice discrepancies.
• Deep understanding of modeling techniques including ML models.
• Ability to prepare and present information in a structured manner.
• Ability to work with senior management and present insights and analysis.
• Strong problem-solving skills
  

Qualification

Preferred Industry