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Data Scientist - Credit Risk / Model Risk Domain

Data Scientist - Credit Risk / Model Risk Domain

Vintronics IncGurgaon
8 days ago
Job description

Job Responsibilities :

  • Own the end-to-end delivery of models / algorithms across customer life cycle; 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 P&L outcomes.
  • Building reports for model monitoring and drive Qualifications & Skills :
  • Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)
  • Previous hands on in credit, fraud, churn model development and deployment
  • Previous experience in PD / EAD / LGD model development / validation
  • Experience in CSI / PSI model monitoring process
  • Hands on experience in data extraction using SQL / Pyspark SQL; data cleaning, feature creation and building models using PySpark / Python on Spark; Scale will be a plus.

    • Previous exposure to below algorithms (preferably multiple) :

  • Logistic Regression
  • Random forest
  • XGBOOST
  • Markov Chain
  • PSI / CSI for model monitoring
  • Strategy performance tracking and swap in / swap out analysis
  • Strong entrepreneurial drive

    • Good to have :

  • Good business understanding of the fintech / consumer finance space
  • Experience in working with credit card / personal lending space, esp fintech hands on experience in working with Telecom data

    • (ref : hirist.tech)

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