Assistant Manager/Manager/Senior Manager/AVP - Scorecard Development - Consulting Firm

Currently we are Hiring for Application Scorecard Modeling

Location : Gurgaon/Noida

Project expected to be executed from client premises in Sydney, Australia(only for 3-4 months). Team members expected to return to Gurgaon subsequently and support similar other problem statements for this client or other clients

Project Requirements :

- Build models that compare predictive Power of Traditional Data Sources (Variables captured at point of application plus Bureau variables) with Alternate Data Sources (e.g. Transaction Data)

- Build models that compare predictive power of Standard Model Methodologies (e.g. Linear/Logistic Regression) and Machine Learning algorithms (e.g. GBDT models). Provide commentary on each model in terms of variable selected, predictive power, infrastructure required for deployment and model monitoring approach.

- Test Predictive Power of Models against an Out of Time (- OOT- ) dataset

Expected Industry experience : 

- Application scorecard development must have for SMs

- Risk scorecard development must have for Ms

Expected education / tool experience - SAS/R/ML algorithms