Data Scientist

Summary of Responsibilities

The responsibilities would span data gathering, analysis and preparation, development of models, developer testing of the models, and preparing comprehensive model documentation in compliance with regulatory and internal requirements across different portfolios ML ,CL, Two wheeler ,Housing Loan , etc.) for Risk and Financial Management. The role would require to lead end to end delivery of project from gathering requirements to final delivery which may require but not limited to understanding of credit products, credit lifecycle, credit risk different functions, data management, product pricing, regulatory and compliance requirements etc.

 Mathematical design, calibration, prototyping and production implementation of credit risk models.

 Develop statistically derived predictive models, perform decision tree-based customer segmentation & profiling analyses, assist business implementation of sophisticated regulatory and scoring models and providing analytic support to businesses across the product lines.

•  Expertise in Credit Risk for unsecured loan products to monitor and manage the performance will be added advantage
•  Deep understanding of Risk metrics for performance tracking
•  Experience in pre-acquisition, collection and fraud analytics
•  Perform Portfolio Analytics, segmentation, hypothesis testing
•  Handson with development of (PD/LGD/EAD) models , Application Scorecard ,Collection Scorecard , Behavioral Scorecard
•  Help identify emerging trends and conduct deep dive analysis to propose appropriate strategy.
•  Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity, and stability
•  Track model performance, suggesting improvements and implementing approved changes
•  Integrate models to IT systems, and set up systems processes for offline models
•  Lead cross-functional projects pertaining to Analytics, ensure seamless adoption of models across business and support verticals
•  Create impactful presentations for stakeholder consumption summarizing analytical findings
•  Evaluating existing and new data sources to identify opportunities for customized and optimized data solutions that address business needs
•  Work with Analytics Leads to identify opportunities for Analytics in aiding decisions across businesses. Look atproviding solutions, going beyond traditional means.

Desired Skills and Experience

•  MBA /M Finance, M.Sc stat , M-Economics or Masters/PHD in any other Quantitative Discipline
•  Ability to synthesize unstructured data and find actionable themes/insights using Python/R.
•  Strong Decision Science Understanding
•  Experience in Google Cloud Platform is a huge advantage.
•  Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment.
•  Ability to develop partnerships and collaborate with other business and functional areas
•  Understanding of analytic/scored decisioning environment
•  Over all experience around 1-4 years in similar role of consumer lending developing/validating credit risk models or experience in reporting or analytic functions

 Understanding of application of various industry best practices and techniques in the risk modeling area including but not limited to linear/ logistic regression, time series methods, Markov chain, survival modelling and advanced machine learning techniques.

 Excellent communication & customer facing skills that include conducting compelling technical briefing & demonstrations including critical issues, status reports and resolving impediments.

 The person should have a technical capability to fix applications, implement new technologies and articulate the solutions to the customer

 Experience in working with non-traditional data such as alternate data, social media, purchase behavior etc. will be a big plus.