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We are currently seeking a Data Scientist Senior Consultant to join our team in Pune, Mahārāshtra (IN-MH), India (IN).
Job Responsibility
Model Validation: Conduct independent reviews and testing of quantitative models, including design approach, sampling approach, sensitivity analysis, and robustness checks
Risk Assessment: Assess models for conceptual soundness, data limitations, and quantitative biases (e.g., fairness and ethical AI standards)
Compliance & Governance: Ensure all modeling lifecycles align with internal MRM frameworks and regulatory mandates
Effective Challenge: Provide constructive, actionable feedback and challenges to model developers regarding model design and limitations
Documentation: Author comprehensive validation reports and maintain documentation for audit purposes and senior management review
Requirements
Strong coding skills in languages like Python, and SQL
experience with machine learning libraries (e.g., TensorFlow, PyTorch, scikit-learn)
Deep understanding of statistical modeling, probability, and advanced mathematical concepts
Understanding of financial regulations (e.g., SR 11-7, CECL, CCAR) if working in banking
Excellent technical writing and stakeholder communication
the ability to explain complex quantitative risks to non-technical business partners and legal/compliance teams
Typically requires 7+ overall and 3-5+ years of experience in data science, risk management, or quantitative analysis