Assistant Vice President/Data Scientist (5-8 yrs)

Job Description :

The finance industry has ignored billions of deserving individuals. We are a mission driven team of finance, analytics and technology professionals, focused on driving financial inclusion to serve the underserved across their credit, savings and financial needs.

This role will lead a team of data scientists which is responsible for development, monitoring and driving continuous enhancements to create best in Class models/algorithms to assess risk, churn and uptake across the customer life cycle

What we look for :

Expertise in Big Data/ML :

- Should be able to build cutting edge credit/churn/usage models using advanced algorithms in a Big data/Machine Learning environment.

- Should have hands on experience and track record of delivering projects in individual capacity.

Process oriented :

- Should help in building a process that maximizes operating efficiency while maintaining risk across multiple lending cycles.

- There needs to be an obsession with collecting and analyzing data to drive business iterations and improvements.

Team Leadership :

- Should have a track record of leading people effectively functionally driving deliverables as well as nurturing, motivating and developing the team to drive employee engagement.

Willingness to go above and beyond :

- For start-ups the responsibilities and needs of the business change quickly. We're looking for someone who is not afraid to take on calculated risks and can deal with ambiguity.

Job Responsibilities :

- Own the end-to-end delivery of models/algorithms across customer life cycle

- Develop innovative credit risk / churn / usage models using mobile wallet transaction data, Call data, Telecom usage data, customer bureau data etc

- Define a roadmap for data collection across telcos, credit bureaus, merchant partners & other 3rd party data sources; deliver on prioritized initiatives to continuously refine models

- 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

Required Qualifications & Skills :

- 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.

- Experience leading a data science team with functional ownership/responsibilities

- Previous exposure to below algorithms (preferably multiple) :

1. Logistic Regression

2. Random forest

3. XGBOOST

4. Markov Chain

5. PSI/CSI for model monitoring

6. Strategy performance tracking and swap in / swap out analysis

7. Strong entrepreneurial drive

Good to have :

- 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