Sr Data Scientist

Key Responsibilities

• End-to-end risk model lifecycle management - develop, deploy, monitor.
• Data extraction using SQL / PySpark SQL; data cleaning and feature engineering.
• Model building using PySpark / Python on Spark
• Proficiency in Logistic Regression, Random Forest, XGBoost, Markov Chain
• Strategy performance tracking and swap-in / swap-out analysis
• Develop innovative credit risk / churn / usage models using mobile wallet transaction data, Call data, Telecom usage data, customer bureau data etc.
• Partner with the Data Engineering team to define the required data pipelines to build and enhance the feature bank (foundational capability) to build/deploy the various ML algorithms both for batch and real time use cases -
• Collaborate with credit policy/portfolio mgmt. team to drive PL outcomes.
• Building reports for model monitoring and drive enhancements

Mandatory Skills

• Expertise in Big Data/ML: Build cutting-edge credit, churn, and usage models using advanced Machine Learning algorithms in a Big Data environment.
• Should have hands on experience and track record of delivering projects in individual capacity.
• Should be Process oriented: Should help in building a process that maximizes operating efficiency while maintaining risk across multiple lending cycles.
• There needs to be an obsession with collecting and analysing data to drive business iterations and improvements
• Willingness to go above and beyond: For start-ups the responsibilities and needs of the business change quickly. Were looking for someone who is not afraid to take on calculated risks and can deal with ambiguity.
• Hands-on experience in credit, fraud, and churn model development deployment
• PD / EAD / LGD model development and validation
• CSI / PSI model monitoring process experience
• Track record of delivering projects independently
• Hands on experience in data extraction using SQL/Pyspark SQL; data cleaning, feature creation and building models using Py Spark/Python on Spark
• Strong entrepreneurial drive; ability to handle ambiguity and take calculated risks

Desirable Skills

• Business understanding of the fintech / consumer finance space
• Experience in credit card or personal lending, especially in fintech
• Hands-on experience working with Telecom data

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.