Sr. Associate Data Scientist - EWS

Roles and Responsibilities :

• Monitor Portfolio quality trends /Early Warning triggers for Retail Finance / Consumer lending products
• Design Guardrails for each product and monitor them for sensing & sending Early Warning Alerts
• Perform Portfolio deep-dive to identify emerging trends; contribute towards improving portfolio quality and
• reducing non-performing loans
• Monitor Macro/Micro/High Frequency indicators; keep a close monitoring on movement of these
• indicators and perform impact assessment.  
• Analysis and visualization of risk factors using database and analytics tool like Python/SAS, SQL, Power BI, Excel
• Credit Loss Forecasting for the Retail Finance products to pre-empt emanating stress build-up
• Develop & maintain Stress Testing Framework - perform Stochastic Stress Testing using Regression, Vasicek, CIR models
• Query large data sets to draw insights from loan portfolio data to detect early warning indicators
• Extensive data mining to monitor the changes in trends, outlook and review the portfolio quality and performance
• Perform portfolio analytics – Vintage, Water-fall, Through the door analysis etc.

Job Requirements :

• 5-10 years of experience in a similar role within the financial services industry.
• Strong proficiency in Python programming language with expertise in libraries such as NumPy, Pandas, Matplotlib.
• Experience working with relational databases like SQL Server or PostgreSQL; knowledge of big data technologies.
• B-Tech / M-Tech (preferable in Data Science / Statistics)

• Ability to work comfortably in interacting closely with senior management including Statutory Auditors, Internal Auditors

• Must possess an impressive executive demeanour, a team oriented and collaborative approach, and excellent presentation skills, including strong oral and written capabilities.
• The individual must possess and demonstrate high integrity and credibility as perceived by all those with whom he/she will work.