Roles and Responsibilities Summary of Responsibilities
The responsibilities would span data gathering, analysis and preparation, validation of models and preparing comprehensive model documentation in compliance with regulatory and internal requirements across different portfolios Microloans, Consumer loans, Two wheeler, Housing Loan, Small & Medium Enterprises, Farm Equipment loans etc.) for Risk and Financial Management. The role would require to lead end to end delivery of project from gathering requirements to final delivery which may require but not limited to understanding of credit products, credit lifecycle, credit risks, different functions, data management, product pricing, regulatory and compliance requirements, model validation and governance etc.
Model Risk Management, Fraud Analytics
Model development, validation and monitoring for both scoring and regulatory models
Statistical Techniques: Regression Methods; Decision Tree models, Time Series Analysis, Factor Analysis,



Segmentation and Clustering
Deep understanding of Risk metrics for performance tracking
Experience in pre-acquisition, collection and fraud analytics
Perform Portfolio Analytics, segmentation, hypothesis testing
Scoring Model Validation: Statistical validation of entire suite of existing models belonging to acquisition, propensity, collection analytics and fraud models
Hands-on with development of (PD/LGD/EAD) models , Application Scorecard ,Collection Scorecard , Behavioral Scorecard
Track model performance, suggesting improvements and implementing approved changes
Create impactful presentations for stakeholder consumption summarizing analytical findings
Evaluating existing and current data sources to identify prospects for customized and optimized data solutions that address business needs

📌 Data Scientist With A Leading Nbfc Mumbai
🏢 Skill Ventory
📍 Mumbai