Hi Gautam,
The error is due to a mapping clash in the index where the job results are stored. In this case response is a keyword field but that clashes with an existing mapping for response. By default the results from all jobs are stored in a single shared index named .ml-anomalies-shared, that index contains a mapping for response from a different job.
The solution is to use a dedicated index for the job and the results will be saved in a new index without any existing mappings. In the UI when you create the job check the Use Dedicated Index box or if using the API specify a different index with the results_index_name setting.