Job Description
Key Responsibilities
- Develop innovative credit risk / churn / usage models using mobile wallet transaction data, Call data, Telecom usage data, customer bureau data etc
- 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 mgmt. team to drive P&L outcomes.
- Building reports for model monitoring and drive enhancements
- Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)
- Previous hands on in credit, fraud, churn model development and deployment
- Previous experience in PD/EAD/LGD model development/validation
- 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 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
Job Details
| Role Level: | Not Applicable | Work Type: | Full-Time |
|---|---|---|---|
| Country: | India | City: | Gurugram ,Haryana |
| Company Website: | http://www.comviva.com | Job Function: | Data Science & AI |
| Company Industry/ Sector: |
Software Development | ||
What We Offer
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