Senior Data Scientist

Comviva

Gurugram, Haryana, India

Key Responsibilities

End-to-end risk model lifecycle manment — develop, deploy, monitor.
Data extraction using SQL / PySpark SQL; data cleaning and feature engineering.
Model building using PySpark / Python on Spark
Proficiency in Logistic Regression, Random Forest, XGBoost, Markov Chain
Strategy performance tracking and swap-in / swap-out analysis
Develop innovative credit risk / churn / usage models using mobile wallet transaction data, Call data, Telecom usage data, customer bureau data etc.
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.

Mandatory Skills

Expertise in Big Data/ML: Build cutting-edge credit, churn, and usage models using advanced Machine Learning algorithms in a Big Data environment.
Should have hands on experience and track record of delivering projects in individual capacity.
Should be 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 analysing data to drive business iterations and improvements
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.
Hands-on experience in credit, fraud, and churn model development & deployment
PD / EAD / LGD model development and validation
CSI / PSI model monitoring process experience
Track record of delivering projects independently
Hands on experience in data extraction using SQL/Pyspark SQL; data cleaning, feature creation and building models using Py Spark/Python on Spark
Strong entrepreneurial drive; ability to handle ambiguity and take calculated risks

Desirable Skills