Data Scientist Senior

Job Title: Senior Data Scientist, AI General Model Validation

Location: Bangalore

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.

At CBA, our Model Risk Validation team plays a critical role in safeguarding the integrity of data-driven decisions across the Group.

Impact contribution:

As a key member of our Model Risk Validation team, you ll drive robust validation processes, deploy cutting-edge analytics tools, and embed robust 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 influencing the Group s broader AI and transformation strategies

Roles Responsibilities:

• Model Validation Technical Leadership

  Design and execute on comprehensive validation plans assessing data quality, modelling methodologies, model performance and regulatory compliance across the model lifecycle (including both new models/changes to existing 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.

• Team Leadership Mentorship

  Provide mentorship and functional leadership to team members, cultivate a collaborative and inclusive environment, actively promoting knowledge-sharing, advanced analytics tooling and high-quality communication standards.

Essential Skills:

• 7-10 years of credit risk model validation or development experience.

• Demonstrated experience in end-to-end delivery of projects; and 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 and relevant APRA regulations on IRB, IFRS9 and stress testing is advantageous.

• Expertise in using Jupyter notebooks or R-markdown, GitHub is a definite advantage.

• Working knowledge of copilot, GPT, Claude etc. is a necessity.

• Demonstrated skills in written and verbal communication, including ability to interpret and report complex material and make sound recommendations to a range of stakeholders.

Education Qualification: Bachelor s degree or master s degree in engineering in Computer Science/Information Technology.

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