Designation – Data Scientist (Risk Analytics & Modeling)
Location – Chennai
About employer – Confidential
Description
Responsibilities
- Develop and implement new (maintain and use existing) statistical/machine learning models to identify performance and risk drivers in the credit portfolio
- Develop and implement new (maintain and use existing) risk and performance assessment models to measure risk and performance in the portfolio
- Manage large loan level and borrower level data used for risk and learning models
- Measure the risk and performance indicators for debt and structured finance products using existing and new models
- Perform qualitative and quantitative analysis of various performance metrics for structured transactions
- Document the analysis methodology and findings in report and present the analysis to the internal and external stakeholders/platforms (model notes, white papers, working papers, etc.)
- Contribute towards other risk management work done by the risk management function
- Travel not more than 20% of the time to meet partners and understand the lending models
Qualification and Skills Required
- At least two years of experience in implementing statistical/machine learning algorithms (regression, decision trees, SVM) and statistical programming tools (R/Matlab/Octave/Weka)
- Proficiency in programming: R/Python/VBA
- Strong background in statistics and probability
- Experience in handling large structured and unstructured dataset
- PGDM/Masters degree in Maths/Statistics/Econometrics/Economics/Finance/Engineering /other quantitative disciplines
- Actuaries/FRM/CFA/CQF/PRM certification would be a plus
- Knowledge and experience in structured finance products (securitization structures) would be a plus
- Excellent writing, oral communication and presentation skills
Interested people can apply for this job by sending their updated CV to [email protected] with subject as Senior Analyst/Data Science/Risk Analytics & Modelling – Bangalore and the following details:
- Total Experience
- Current CTC
- Expected CTC
- Notice Period
