BENGALURU · FULLTIME
Data Scientist
CBA Cross Border Associates
Bengaluru · onsite · Posted 4d ago
Sourced from
Undisclosed5–8 yrsfulltimeBengaluru
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Section · 01
About this role
Job Summary
Roles Responsibilities
Essential Skills
Education Qualification
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.
Job Title: Data Scientist, Credit 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's 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 contribute to robust validation processes, leverage advanced analytics tools, and support effective 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 contributing to the Group's broader transformation initiatives.
Roles Responsibilities
- Credit Model Validation - Perform validation activities assessing data quality, modelling methodologies, model performance and regulatory compliance across the model lifecycle for IRB, IFand Stress Testing models, 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.
- Functional Ownership - Support validation leads with functional ownership of allotted delivery. Contribute to knowledge-sharing within the chapter area, support advanced analytics tooling and high-quality communication standards.
Essential Skills
- 5-8 years of credit risk model validation or development experience on IRB, IFand stress testing models.
- Demonstrated experience in end-to-end delivery of projects, along with 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 relevant APRA regulations on IRB, IFand stress testing is advantageous.
- Expertise in using Jupyter notebooks or R-markdown and GitHub is a definite advantage.
- Working knowledge of Copilot, GPT, Claude etc. is a necessity.
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.
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Section · 02
Skills
data qualityGithubclaudeModel Riskmathematicsdata scientistProgrammingcopilotEconometricsAnalyticsPythonadvertisingRegulatory Compliancecredit riskAdvanced AnalyticsInformation TechnologycomplianceArtificial Intelligence