Data Scientist

JD- at we look for:

Expertise in Big Data/ML:

- Should be able to build cutting edge credit/churn/usage models using advanced algorithms in a Big data/Machine Learning environment.

- Should have hands on experience and track record of delivering projects in individual capacity.

- 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 analyzing 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. We're looking for someone who is not afraid to take on calculated risks and can deal with ambiguity.

- Strong entrepreneurial drive

Job Responsibilities:

- 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 enhancements

- Required 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;
• Previous exposure to below algorithms (preferably multiple):

1. Logistic Regression
2. Random forest
3. XGBOOST
4. Other Machine Learning Algorithms

• Strategy performance tracking and swap in / swap out analysis

- 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

Preferred candidate profile