Data Scientist (Risk Analytics & Modeling)

Nov. 2, 2017

Experience:

    • Minimum 2 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
    • Knowledge and experience in structured finance products (securitization structures) would be a plus
    • Excellent writing, oral communication and presentation skills

Qualification: PGDM/Masters degree in Maths/Statistics/Econometrics/Economics/Finance/Engineering /other quantitative disciplines. Also Actuaries/FRM/CFA/CQF/PRM certification would be a plus.

Job Description: Lead the Business Analytics for Credit portfolio Analysis of Loan Pools of NBFC & Micro Finance Companies

Primary 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

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