Job Location: Gurgaon/Gurugram
Responsibilities:
- Leverage advanced Machine Learning and Big Data Analytics to create credit risk score and assess millions of users using more than 5,000 data points
- Build ML based credit underwriting models that can serve the under-banked or thin file borrowers by using alternate data from social platform and mobile phone. Experience in usage of nonstandard data in decision making will be an added advantage
- Create PD, EAD, LGD models to feed into the Expected Credit Loss framework (ECL)
- Develop analytical frameworks for products related to Buy Now Pay Later (BNPL), Personal Loans, Credit Card etc
- Use ML algorithms to solve problems related to computer vision, recommendation engine and forecasting
- Help functional teams manage their P&L by providing data backed strategy insights and help teams set right price and right line for the right customers
Requirement:
- Overall experience of 3-7 years
- Knowledge of Statistics
- Experience with Python and SQL is a must
- Experience in machine learning modelling techniques
- Exceptional problem solving and analytical skills
- Expertise in NBFC/Fintech in creating scorecards is good to have
- Experience with AWS SageMaker is a plus
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