Epicareer Might not Working Properly
Learn More

Data Scientist

Salary undisclosed

Checking job availability...

Original
Simplified

Job Responsibilities:

  • Responsible for developing a robust machine learning model for credit scoring that is highly scalable and compliant with BASEL II guidelines.
  • Re-evaluate credit risk model performance on a periodic basis for retraining using statistics such as probability of default, confusion matrix, f1&f2 score, Lorenz Curve, Kolmogorov–Smirnov, GINI and AUC.
  • Develop innovative data science methodologies to manage credit risk of the lending portfolio.
  • Familiar techniques for implementing and automating continuous integration (CI), continuous delivery (CD), and continuous training (CT) for machine learning (ML) systems
  • Synthesize requirements from stakeholders, develop innovative and effective approaches in collaboration with data engineers, Machine learning engineers, product managers, and technical teams.
  • Contribute to core advanced analytics and machine learning platforms and tools by research, discover new methodologies and new data feeds to support credit decisioning and other key business processes.
  • Identifies what data is available and relevant, including internal and external data sources, leveraging new data collection processes to discover new data feeds with predictive power to derive borrower credit worthiness.
  • Understand data sources, conduct data discovery, apply complex techniques to produce features for automation using a hypothesis driven approach.
  • Any other ad hoc task as assigned from time to time.

Minimum Requirements:

  • Bachelor’s degree in Statistics, Operations Research, Mathematics, Physics, Computer Science, or Engineering, or in a related field, a Master’s degree is will be an additional advantage.
  • Minimum 4-7 years’ of relevant experience.
  • Experience in all or some of the following scripting languages: SQL, Python, R, SAS, Java, C++, SPSS, MATLAB.
  • Strong business understanding and the ability to translate business requirements into data science solutions effectively.

*Our recruitment team will reach out to shortlisted candidates only.