Data Scientist - Credit Risk Analytics - NBFC

This is a mid-senior leadership role with a leading NBFC.

Technical skillset requirement:

Experience in Credit Risk Modelling

- Proven background in at least one of the following - Logistic regression models, Linear regression models, Stochastic models, Bayesian - Modelling, Classification Models, Cluster Analysis, Neural Network, Non-parametric Methods, Multivariate Statistics

- Proficiency in at least one statistical and other tools/languages - R/Python/Pyspark

- Relational databases and intermediate level knowledge of SQL

- Working with large data sets and tools like MapReduce, Hadoop, Hive, etc. (Not mandatory)

- Experience with Vintage and roll-rate analysis (Mandatory)

- Educational requirement: MBA, MTech/BE/ BTech/M.Sc. Mathematics, Statistics, Econometrics or in any quantitative field