Key Accountabilities:- End-to-end risk model lifecycle management: develop, deploy, and monitor.- Data extraction using SQL/PySpark SQL; data cleaning and feature engineering.- Model building using PySpark/Python on Spark.- Proficiency in Logistic Regression, Random Forest, XGBoost, Markov Chain.- Strategy performance tracking and swap-in/swap-out analysis.- Develop innovative credit risk, churn, and usage models using mobile wallet transaction data, call data, telecom usage data, and customer bureau data.- Partner with the Data Engineering team to define data pipelines to build and enhance the feature bank for ML algorithms in batch and real-time use cases.- Collaborate with credit policy/portfolio management teams to drive P&L; outcomes.- Build reports for model monitoring and drive enhancements.Mandatory Skills:- Expertise in Big Data/ML: Build cutting-edge credit, churn, and usage models using advanced Machine Learning algorithms in a Big Data environment.- Hands-on experience and track record of delivering projects in an individual capacity.- Process-oriented:
Help build processes that maximize operating efficiency while maintaining risk across multiple lending cycles.- Obsession with collecting and analyzing data to drive business iterations and improvements.- Willingness to go above and beyond: Ability to take on calculated risks and deal with ambiguity in a start-up environment.- Hands-on experience in credit, fraud, and churn model development & deployment.- PD/EAD/LGD model development and validation.- CSI/PSI model monitoring process experience.- Track record of delivering projects independently.- Hands-on experience in data extraction using SQL/PySpark SQL; data cleaning, feature creation, and building models using PySpark/Python on Spark.- Robust entrepreneurial drive; ability to handle ambiguity.Desirable Skills:- Business understanding of the fintech/consumer finance space.- Experience in credit card or personal lending, especially in fintech.- Hands-on experience working with Telecom data. (ref:hirist.tech)