Data Scientist - Credit Risk

Job Title: Credit Risk Modelling Data Scientist

Department: Risk Management

Location: Bengaluru, Gurgaon

Experience: 8-15 YearsNotice Period-Immediate to 30 days only.BN

Notice period- Immediate to 30 days only.

Requirements:

* Design and develop credit risk models using Light GBM, Gradient Boosting, and XGBoost to predict creditworthiness of customers.

* Implement data preprocessing, feature engineering, and model validation using Python to ensure high-quality data for modelling.

* Develop and deploy credit risk models using Python, ensuring seamless integration with existing banking systems.

* Collaborate with cross-functional teams to identify business requirements and develop credit risk models that meet regulatory and compliance standards.

* Optimize and refine credit risk models using techniques such as hyperparameter tuning, ensemble methods, and model selection to improve predictive accuracy.

Preferred Skills:

* Experience with advanced machine learning techniques such as neural networks, deep learning, and natural language processing to improve credit risk modelling.

* Strong understanding of banking and financial regulations, such as Basel II/III, and experience with credit risk management frameworks.

* Proficiency in using big data technologies such as Hadoop, Spark, and NoSQL databases to handle large datasets and improve model performance.

* Experience with cloud-based platforms such as AWS or Azure to deploy and manage credit risk models at scale.

* Strong leadership and communication skills to effectively collaborate with stakeholders and communicate complex technical concepts to non-technical audiences.