Chaitanya India Fin Credit - Senior Specialist - Modelling & Analytics

Profile Modelling and Analytics Specialist

Designation : Senior Modelling Specialist

Vertical : Analytics

Reporting to : Senior Manager Data Analytics

Experience : 3+ years in relevant field

Qualifications : Bachelor's degree in a relevant quantitative/risk/finance discipline

Highly proficient user of Microsoft Excel, SQL including data analysis tools

Additional / desirable Master's degree in a relevant quantitative/risk/finance discipline

FRM / PRM / CFA or other professional financial qualification

Location Bangalore

Key Responsibilities:

- Apply critical thinking skills and carry out advanced analytics with the goal of solving complex and multi-faceted business problems

- Develop presentations to summarize and communicate key messages to senior management

- Become a subject matter expert and advisor in the analytics vertical

- Support the development of various analytical models including but not limited to Credit Risk, Customer Repayments, Geographical expansion, Macro Economic Risks, etc.

- Enhance existing ECL models and/or PD/LGD scorecards, Quarterly projections, etc. using sound statistical techniques

- Develop predictive models around various parameters with the objective of growing a high-quality loan book, using statistical techniques such as Linear/Logistic regression, Decision Trees, Random Forests, ARIMA Models, etc.

- Run simulations on created models, test and validate them and prove the logical reasoning behind them to non-technical stake holders

- Collaborate with all verticals of the business to develop new ideas and solve ongoing challenges creatively

Qualifications/Skills:

- Quantitative/programming background with a graduate degree (Good to have - M.S., Ph.D.) in Statistics, Engineering, Computer Science, Mathematics, Operations Research, or Economics (2-3 years of related experience preferred)

- Experience with Machine Learning and Artificial Intelligence

- Ability to write code and develop production-ready analytical models

- Significant experience working with very large scale (structured and unstructured) data

- Knowledge in at least one of the following: Python, R

- Excellent written and oral communication skills to clearly present analytical findings and business recommendations. Highly motivated and productive.

- Good project management skills (clear goal setting, well-organized, detailed planning)

- Ability to translate business problems into a conceptual mathematical outline

- Deeply curious; creative and imaginative