Data Model Engineer for Financial Inclusion
4 weeks ago
At Yabx, we are a mission-driven team of finance, analytics, and technology professionals focused on driving financial inclusion to serve the underserved across their credit, savings, and financial needs. As a Data Model Engineer, you will play a key role in developing, monitoring, and driving continuous enhancements to create best-in-class models/algorithms to assess risk, churn, and uptake across the customer life cycle.
Key Responsibilities:
- Develop innovative credit risk/churn/usage models using mobile wallet transaction data, call data, telecom usage data, and customer bureau data
- 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
Requirements & Skills:
- Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)
1. Previous hands-on experience in credit, fraud, churn model development and deployment
2. Previous experience in PD/EAD/LGD model development/validation
3. 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 Py Spark/Python on Spark; Scale will be a plus.
- Previous exposure to below algorithms (preferably multiple):
- Logistic Regression
- Random forest
- XGBOOST
- Markov Chain
- PSI/CSI for model monitoring
- Strategy performance tracking and swap in/swap out analysis
- Strong entrepreneurial drive
- 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
About You:
We estimate this role is worth ₹120-180 lakhs per annum, depending on your experience and qualifications.
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