IDFC FIRST Bank - Modeling Specialist - Credit Cards

About the team :

IDFC FIRST Bank's core philosophy follows a customer centric promise Always You First- . The bank aspires to provide high quality financial solutions for emerging India, while keeping customer at the core.

Data & Analytics is pivotal for delivering this vision. This team acts as a centre of excellence to provide accurate and timely data analytics to drive personalized and innovative product offerings to customers.

This team works closely with all business units (product, sales), functional stakeholders (e.g. credit, operations, Journey Excellence), technology teams (IT team and vendors) and external partners (e.g. DSAs, agencies) to deliver impact on key business metrics through data and analytics.

The role:

- The incumbent will work on developing / redeveloping / recalibrating high quality risk models across the Credit Cards customer lifecycle

- This will involve hands on creation of development dataset, feature creation, feature selection, model training and validation

- The incumbent will continuously learn and apply advanced statistical algorithms to improve the models' efficiency and interpretability

- The incumbent will additionally work on creating a broader framework consisting of multiple models to enhance the Bank's underwriting capabilities

- Work with Business / Policy / Risk teams to secure requisite approvals for the models

- Work with data and tech teams to deploy models in offline / real time mode (through endpoints)

- Recruit, train, develop and supervise junior resources in the team

Desired Candidate profile :

- 2+ years of experience in building predictive credit risk models in a professional set up

- Degree in a quantitative discipline (courses done on online platforms don't count)

- Capable of and willing to code hands on in SAS / Python / PySpark