Data Scientist with a leading NBFC

3 weeks ago


Mumbai, India Skill Ventory Full time
Roles and Responsibilities

Summary of ResponsibilitiesThe responsibilities would span data gathering, analysis and preparation, validation of models and preparing comprehensive model documentation in compliance with regulatory and internal requirements across different portfolios Microloans, Consumer loans, Two wheeler, Housing Loan, Small & Medium Enterprises, Farm Equipment loans etc.) for Risk and Financial Management. The role would require to lead end to end delivery of project from gathering requirements to final delivery which may require but not limited to understanding of credit products, credit lifecycle, credit risks, different functions, data management, product pricing, regulatory and compliance requirements, model validation and governance etc.

Model Risk Management, Fraud AnalyticsModel development, validation and monitoring for both scoring and regulatory modelsStatistical Techniques: Regression Methods; Decision Tree models, Time Series Analysis, Factor Analysis, Segmentation and ClusteringDeep understanding of Risk metrics for performance trackingExperience in pre-acquisition, collection and fraud analyticsPerform Portfolio Analytics, segmentation, hypothesis testingScoring Model Validation: Statistical validation of entire suite of existing models belonging to acquisition, propensity, collection analytics and fraud modelsHands-on with development of (PD/LGD/EAD) models , Application Scorecard ,Collection Scorecard , Behavioral ScorecardTrack model performance, suggesting improvements and implementing approved changesCreate impactful presentations for stakeholder consumption summarizing analytical findingsEvaluating existing and new data sources to identify opportunities for customized and optimized data solutions that address business needs


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