Assistant Vice President - Data Science (5-8 yrs)

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):

- Logistic Regression

- Random forest

- XGBOOST

- Markov Chain

- PSI/CSI for model monitoring

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

- Strong entrepreneurial drive.

Good to have :

- Good business understanding of the fintech/consumer finance space. o Experience in working with credit card / personal lending space, esp fintech.

- Hands on experience in working with Telecom data.