<p><p><b>Job Responsibilities :</b></p><p><p><b><br/></b></p>- 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, </p><p>Telecom usage data, customer bureau data etc<br/><br/></p><p>- 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 </p><p>both for batch and real time use cases<br/><br/></p><p>- Collaborate with credit policy/portfolio mgmt.
team to drive P&L outcomes.<br/>- Building reports for model monitoring and drive Qualifications & Skills :</b></p><p><p><b><br/></b></p>- Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)<br/><br/></p><p>- Previous hands on in credit, fraud, churn model development and deployment<br/><br/></p><p>- Previous experience in PD/EAD/LGD model development/validation<br/><br/></p><p>- Experience in CSI/PSI model monitoring process<br/><br/></p><p>- 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.
<br/><br/></p><p>Previous exposure to below algorithms (preferably multiple) : <br/><br/></p><p>- Logistic Regression<br/><br/></p><p>- Random forest<br/><br/></p><p>- XGBOOST</p><p><br/></p><p>- Markov Chain<br/><br/></p><p>- PSI/CSI for model monitoring<br/><br/></p><p>- Strategy performance tracking and swap in / swap out analysis<br/><br/></p><p>- Strong entrepreneurial drive</p><p><br/></p><p><b>Good to have : </b><br/><br/></p><p>- Good business understanding of the fintech/consumer finance space<br/><br/></p><p>- Experience in working with credit card / personal lending space, esp fintech hands on experience in working with Telecom data</p><br/></p> (ref:hirist.tech)