EXL Service - Desicion Scientist/Data Scientist - Model Development Team

Job Responsibilities :

1) The person will coordinate closely with the model validation team and the model development team from the client side

2) He/She needs to understand the model development process and logic through documentation and interviews with the developers etc

3) He/She needs to carry out a rigorous technical and business review of the model and highlight any issues that are found in terms of data availability and usage, model development process, techniques used, model performance, business use cases etc

4) He/She needs to create a validation report detailing all issues found along with the process followed to find them and to get it signed off from all the stakeholders involved

Skill set Required :

1) Experience in all aspects of model development/validation including data extraction, data transformation, modular model development, user acceptance testing, model performance testing

2) Knowledge of Essential Credit risk modeling techniques and of credit risk processes, governance and documentation

3) Knowledge of Machine learning modeling techniques ( Decision Tree, Random Forest, Gradient Boosting etc.)

4) Ability to understand and execute programming code in Python