Principal Data Scientist AI

The Position : Position

Title: Principal Data Scientist, AI

Location: Bangalore,

Roles and Responsibilities:

• Development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with understanding of these concepts

• Skill in validation and monitoring of internal and external risk models by computing standard metrics

• Skill in developing and analyzing product-specific solutions within banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others

• Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance

• Ability to present the findings of the analysis to stakeholders and hold presentations

• Conceptualizing feature derivation and helping data scientist to code features for modelling

Job Description CyborgIntell Pvt. Ltd. Desired Candidate Profile :

• Strong understanding of banking products such as mortgages, credit cards, loans and advances

• High level of proficiency in development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.

• Hands on experience working on PD, EAD, LGD models, RWA calculations, Capital computations

• Experience working with leading global banks on the regulatory model development either for Secured or Unsecured portfolios

• Self-driven, able to work independently, strong problem-solving skills along with excellent communication

Qualifications & Experience:

• Master Degree in Statistics/Economics/Mathematics /Quantitative Methods

• Strong programming skills in Python, R and SQL.

• Some familiarity with Big Data platform is helpful but not required