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:

1. Total Experience
2. Current CTC
3. Expected CTC
4. Notice Period

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