IFMR - Senior Analyst - Data Science

IFMR Capital, an NBFC, is looking to hire a senior analyst (Data Science) to work with its risk analytics team based in Chennai. The team focusses on developing data driven risk analytics models to gain insights into borrower behaviour across multiple asset classes using advanced statistical learning methods on more than 8 million underlying loan contracts and estimate loss on its structured finance credit and corporate portfolio.

Key responsibilities

- Develop and implement new (/maintain and use existing) statistical/machine learning models to identify performance and risk drivers in the credit portfolio

- Develop and implement new (/maintain and use existing) risk and performance assessment models to measure risk and performance in the portfolio

- Manage large loan level and borrower level data used for risk and learning models

- Measure the risk and performance indicators for debt and structured finance products using existing and new models

- Perform qualitative and quantitative analysis of various performance metrics for structured transactions

- Document the analysis methodology and findings in report and present the analysis to the internal and external stakeholders/platforms (model notes, white papers, working papers, etc.)

- Contribute towards other risk management work done by the risk management function

- Travel not more than 20% of the time

Essential Skills-

- At least two years of experience in implementing statistical/machine learning algorithms (regression, decision trees, SVM) and statistical programming tools (R/Matlab/Octave/Weka)

- Proficiency in programming: R/Python/VBA

- Strong background in statistics and probability

- Experience in handling large structured and unstructured datasets

- PGDM/Masters degree in Maths/Statistics/Econometrics/Economics/Finance/Engineering /other quantitative disciplines

- Actuaries/FRM/CFA/CQF/PRM certification would be a plus

- Knowledge and experience in structured finance products (securitization structures) would be a plus

- Excellent writing, oral communication and presentation skills