Data Modelling Lead
3 days ago
We are seeking a highly skilled Data Modelling Lead to join our mission-driven team of finance, analytics, and technology professionals. The ideal candidate will have expertise in developing cutting-edge credit risk and churn models using advanced algorithms in a Big Data/Machine Learning environment.
About the RoleIn this role, you will be responsible for owning the end-to-end delivery of models/algorithms across the customer life cycle. You will develop innovative credit risk/churn/usage models using mobile wallet transaction data, call data, telecom usage data, and customer bureau data.
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 management team to drive P&L outcomes
- Building reports for model monitoring and drive enhancements
- Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)
- Previous hands-on experience 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
- Previous exposure to algorithms such as Logistic Regression, Random Forest, XGBOOST, Markov Chain, PSI/CSI for model monitoring, strategy performance tracking, and swap-in/swap-out analysis
We offer a competitive salary of $120,000 - $180,000 per year, depending on experience, along with opportunities for professional growth and development in a dynamic and mission-driven organization.
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