Caspian Impact Investments - Caspian Debt (incorporated as - Caspian Impact Investments Pvt Ltd- ) is a specialized debt vehicle registered as a non-banking finance company (NBFC) and backed by reputed investors like SIDBI Venture Capital, Gray Ghost Ventures (USA), FMO (Dutch Govt Development Finance Institution), DFC (USA), and Triodos Investment Management, apart from its promoter Caspian Equity. Over the past 7 years, Caspian Debt has provided debt finance of about INR 16 Bn to more than 140 small and medium corporate entities across several high impact sectors like food &amp; agribusiness, financial inclusion, healthcare, clean energy, education, drinking water, etc. Caspian Debt takes an investment approach to lending. - Our loan ticket sizes range between INR 10-200 million. We provide a wide variety of financial products which include term loans, working capital, purchase order finance, bill discounting, receivables finance, revolving limits, venture debt, subordinated debt, guarantees, quasi-equity, etc. Unlike traditional lenders, Caspian Debt does not make lending decisions based on mortgage collateral but instead, depends upon business data and customised product structuring to make loans to high impact companies. THE CASPIAN CULTURE - Caspian is a meritocracy and is committed to providing equal opportunities in employment to all members of our team. You will be an important part of our organization and will have a key role in our continuing success. Working as a team is critically important at Caspian. Our organization is lean and requires efficient solutions, unencumbered by excessive bureaucracy. As a result, we work together to find the most innovative answers, maintaining a very entrepreneurial environment - We encourage you to visit our website at www.caspian.in for more information on the firm. Job Purpose/ Description The role of the Senior Associate - Data science is to be part of the Portfolio Risk Management Team. This person would focus on developing data-driven risk analytics models to gain insights into borrower behavior using advanced statistical learning methods and estimate credit loss on the portfolio. The position is also expected to work in close coordination with other functional teams to ensure appropriate risk management. Duties and Responsibilities Risk Modelling: - Develop and implement new statistical models to identify performance and risk drivers in the credit portfolio - Perform qualitative and quantitative analysis of various performance metrics on the loan portfolio - Develop credit risk model and deliver various projects such as PD, LGD, EAD, Stress testing, loan life-cycle and performing analysis to improve the underwriting process. - Document the analysis, methodology and findings in the report and present the analysis to the internal stakeholders and the Caspian Management. Risk Analytics: - Build Scorecards and risk dashboards which provide timely insights on portfolio risk performance through reporting and analysis. - Support to conceptualize other dashboards requires to monitor business performance. Data Management: - Manage database, data sources, and movement of data across different system, used for risk and statistical analysis. - Leverage on internal as well as external data to solve business problems from various spheres (ex. Underwriting or Risk Monitoring) in the fast-paced environment, including all the traditional and alternate data sources. - Understand and resolve data issues in an evolving data environment. Other: - Liaison with external data partners and consultant/s to get support on data or build risk models. - Explore the alternate source of data to monitor portfolio companies. Qualifications : Experience: - At least 3+ years of experience in implementing statistical/machine learning algorithms (regression, decision trees). - Extensive experience in statistical programming tools (R/SPSS/SAS). - Education: PGDM/ Masters degree in Statistics/Finance/quantitative disciplines - Professional Certification: Actuaries /FRM/CFA/CQF/PRM Certificate would be a plus - Specialized knowledge /Skills: Clustering, Data Analysis, Financial Modelling, Logistic Regression, Machine Learning, Risk Analytics, Scorecard building, Statistical Modelling, Underwriting - Technical Skills: SAS, SQL, R, Python, BI Tool (PowerBI/Tableau) - Abilities: Understanding of financial performance of the Institution

Hyderabad

Caspian Impact Investments - Senior Associate - Data Science - Portfolio Risk Management Team 

Caspian Impact Investments - Senior Associate - Data Science - Portfolio Risk Management Team  ,Job Description for Caspian Impact Investments - Senior Associate - Data Science - Portfolio Risk Management Team  in Caspian Impact Investment Adviser Private Limited in  Hyderabad for (3-6) years of experience. Apply Now!

Job Description for Caspian Impact Investments - Senior Associate - Data Science - Portfolio Risk Management Team  in Caspian Impact Investment Adviser Private Limited in  Hyderabad for (3-6) years of experience. Apply Now!