Data Scientist

Position - Data Scientist

Summary of Responsibilities

The responsibilities would span data gathering, analysis and preparation, validation of models and preparing comprehensive model documentation in compliance with regulatory and internal requirements across different portfolios Microloans, Consumer loans, Two wheeler, Housing Loan, Small & Medium Enterprises, Farm Equipment loans 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 risks, different functions, data management, product pricing, regulatory and compliance requirements, model validation and governance etc.

- Model Risk Management, Fraud Analytics

- Model development, validation and monitoring for both scoring and regulatory models

- Statistical Techniques: Regression Methods; Decision Tree models, Time Series Analysis, Factor Analysis, Segmentation and Clustering

- Deep understanding of Risk metrics for performance tracking

- Experience in pre-acquisition, collection and fraud analytics

- Perform Portfolio Analytics, segmentation, hypothesis testing

- Scoring Model Validation: Statistical validation of entire suite of existing models belonging to acquisition, propensity, collection analytics and fraud models

- Hands-on with development of (PD/LGD/EAD) models , Application Scorecard , Collection Scorecard , Behavioral Scorecard

- Track model performance, suggesting improvements and implementing approved changes

- 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

Desired Skills and Experience

- BE / B.Tech. / MBA /M Finance / M.Sc stat/ M-Economics or Masters/PHD in any other Quantitative Discipline PRM/FRM, CFA, CQF certification is an advantage from tier-1 colleges

- Implementation and Experience of Model Risk Management (MRM) tools and capabilities

- Experience in End to End Model management, Define AI/ML Policy, Model Governance, Model validation and partnering with multiple stakeholders

- 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 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.

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