Job Description

About Us

SBI Card is a leading pure-play credit card issuer in India, offering a wide range of credit cards to cater to diverse customer needs. We are constantly innovating to meet the evolving financial needs of our customers, empowering them with digital currency for seamless payment experience and indulge in rewarding benefits. At SBI Card, the motto 'Make Life Simple' inspires every initiative, ensuring that customer convenience is at the forefront of all that we do. We are committed to building an environment where people can thrive and create a better future for everyone.


SBI Card is proud to be an equal opportunity & inclusive employer and welcome employees without any discrimination on the grounds of race, colour, gender, religion, creed, disability, sexual orientation, gender identity, marital status, caste etc. SBI Card is committed to fostering an inclusive and diverse workplace where all employees are treated equally with dignity and respect which makes it a promising place to work.


Join us to shape the future of digital payment in India and unlock your full potential.

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

The role is responsible for creating and owning the Model Risk management policy for the company. Additionally, this role will develop Fraud insights to enable the Risk function to become the Second line of defence for Fraud management.

Role Accountability

Create & own model risk management policy Ensure External validation for Models as per policy Develop ML model explanability framework/ model performance tracking capabilities Manage the model governance processes as per defined the policy Review models across the org and provide inputs and highlight risks prior to model approval Publish Model monitoring MIS & Alerts Establish new model approval thresholds Review new model approval request and recommed for approval/additional information Develop Fraud insights and reporting enabling Risk function to function as Second line of defence for Fraud Develop and refresh stress testing models and publish associated MIS Develop challenger and models, target definitions, early performance indicators Handle and address queries from Auditors on Model governance

Measures of Success

Timely and accurate generation of all MIS & Reports Timely review of model approval request Create and maintain model inventory for the organization Timely and accurate updation of process documentation Process Adherence as per MOU Fraud MIS, KPIs, and calendar

Technical Skills / Experience / Certifications

Good knowledge of SAS, MS Office, BI tools (SAS VA / Tablueau / Qlikview) etc. Knowledge of R / Python prefered Ability to understand all credit card related data elements Strong understanding of modelling concepts and model monitoring as a line of defense Ability to work in a distributed data storage environment

Competencies critical to the role

Teamwork and Collaboration Analytical ability Problem solving skills

Qualification

Graduation / Master's degree in computer applications, economics, statistics, operations research, mathematics, engineering, business, or related field with a strong quantitative emphasis

Preferred Industry

BFSI