FINANCIAL DOMAIN EXPERIENCE IS NOT MANDATORY.
Eligibility: Modelers with expertise in any statistical tool R, Python, ML or SAS. Domain is open.
This is a rare an exciting opportunity for a talented predictive modeller to join a leading FinTech currently becoming one of the fastest growing companies in US/UK. If you're looking to work with large sets of data and want to mould fast paced solutions for the real team service then this role is offering a breath of fresh air in the market.
THE ROLE
As a Senior Credit Risk Modeller you will be involved in building predictive models, searching for trends and patterns to help automate credit approval and fraud detection. This is a chance to work with SAS, R or Python with huge transactional data sets to build and improve models for a real time underwriting service. On top of that you will work closely with Credit Risk colleagues to evaluate and respond to future model requirements and provide insight when requested. This is a highly technical role that will give you the opportunity, once having completed more BAU predictive modelling to get involved in exploratory analysis to better serve the company.
YOUR SKILLS AND EXPERIENCE
This is an exciting role with high expectation so the successful candidate will likely have the following:
- Educated to a degree level, ideally masters within Mathematics, Economics or Statistics
- Strong SAS or R for model building from scratch
- Proven experience using credit bureau data for Credit or Fraud focused models
- Strong knowledge of the US/UK consumer credit market
- Proven communicator, keen to work in a small and innovative environment
Feel free to apply via apply option or call Komita on +91 8800747887.
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