Data Scientist - Credit Risk

• Translate given business problem into analytical use-cases with defined outcomes to develop, implement and test most appropriate algorithms for a given use-case
• Strong conceptual understanding of machine learning algorithms including multi-variant regressions, classification algorithms, time series techniques, clustering, NLP, Image Processing, and optimization models etc.
• Responsible for Periodic Monitoring of models
• Work closely with Risk team and conduct portfolio Analysis for better policy decisions
• Support ad-hoc requirement in terms of MIS development, building and analyzing SAS Data Models, streamlining the reporting process through various reporting and analytical tools

• Expert-level proficiency in Python with SAS/R/Spark
• Excellent knowledge of Banking Functional Knowledge (major plus)
• Good written, oral communication, documentation skills with ability to communicate effectively with stakeholders
• Understanding of banking products, functional knowledge is a major plus

Experience

• Minimum experience of 3 to 5 years in Credit Risk Modelling
• Experience with ML modelling techniques
• Experience with SAS is required