Analytics Lead - Risk Model Validation - NBFC

Position reporting to Chief Risk Officer

Organisation - Prominent NBFC in retail and corporate finance

- Developing a strategy for the automation of MI, data analytics and value adding insights

- To ensure the effective execution and consolidation of information for critical management committees

- Help build a team of data analysts and create a culture of data led decision making

- Promote a high-performance culture in the team through embedding formal Performance Development, coaching, mentoring, and building up team members through leading by example

- Strong coding experience in Python, R, and Apache Spark

- Experience working with learning ML models such as linear/logistic regression, clustering, support vector machines (SVM), neural networks, Random Forest, CRF, Bayesian models, etc.

- Maintains Inventory of all relevant MIS / Reports / Dashboards

- Preparation and distribution of relevant reports / MIS to relevant functions

- Strong knowledge of Data Warehouse/ Data Lake and Big Data Platforms

- Development and monitoring of Expected Credit Loss Model (ECL)

- Ability to build loss forecasts

- Ability to understand Credit related data and its usage in reporting

- Code Review

- Understanding of Bureau data

- Experience on BI Platforms like Qliksense, Tableau, SAS VA

- Masters Degree in Statistics, Operational Research, Economics, Mathematics, Engineering

- Knowledge of SAS, and BI Tools like SAS VA, Qliksense, Tableau