What you'll do:

• Develop customer level risk prediction models & underwriting policies (credit and fraud), propensity models leveraging credit bureau, application level and alternate data for consumer lending products like Personal loan.
• End to End ownership of development, implementation, and monitoring of next generation risk models & underwriting strategies, risk-based pricing strategies and customer management initiatives.
• Build and maintain a robust monitoring framework to track performance of risk models and policies.
• Develop data science model and data driven strategies to drive improvement across marketing, partnership, operation, and collection.
• Ensure flawless implementation of models in both batch mode and real time scoring in risk decisioning engine in partnership with product and technology team.
• Research and apply innovative feature engineering and text mining algorithms to create new features from credit bureau, bank statement data, customer demographic and alternate data (structured and unstructured)

What makes you a great fit:

• Master’s degree in statistics, mathematics, engineering, data science, economics, or computer science.
• 2+ years of hands-on experience in statistical model development in customer targeting models or customer level risk prediction models in consumer lending/finance industries, leveraging logistic regression/Gradient boosting algorithms using python packages e.g. Scikit learn, XGBoost, Stats models etc.
• 2+ years of hands-on experience with data extractions, cleaning, feature engineering, analysis and creating reusable codes using Python, SQL/Spark SQL/SnowSpark etc.
• Experience with Snowflake, AWS Athena/S3 on other cloud-based platform is a plus
• Prior experience in financial services domain is a big plus.
• Strong analytical mindset and the ability to evaluate complex scenarios and make data-driven decisions.
• Be creative and curious, willingness to learn new tools and techniques.
• Data-oriented personality, ability to work with high level objectives and formalising approaches and solutions.
• Excellent communication and interpersonal skills to effectively collaborate with diverse stakeholders.