Vice President - Fraud Analytics - Data Scientist

We have the following role with our client in Mumbai

Success in this role requires a strong foundation in predictive modeling and machine learning coupled with proven ability to deploy scalable solutions that can handle a massive amount of data and computation. Expert communication and collaboration skills are also required. Your key responsibilities will include:

Data Analysis

Feature engineering

Feature selection for traditional GLM models (e.g Lasso, ElasticNet, etc) and machine learning models

Machine Learning Algorithm Development

Retooling/enhancing existing machine learning algorithms

Implementing new machine learning algorithms that are available from the public domain

Fraud Detection Model Development

Collaborate with fraud prevention/detection strategy teams and operations to understand business needs, data generating process, system capability, and potential impact of models.

Design machine learning algorithms that can be used to improve the fraud prevention/detection scores

Source data and apply feature engineering for model development and deployment

Provide requirements and assist Information Technology for model deployment

Document model solutions and address questions/concerns from model risk and control partners

PhD./ Master's degree in Mathematics, Statistics, Economics, Computer Science, or related fields

Expert in generalized linear models, unsupervised and supervised machine learning algorithms

Demonstrated experience with Big Data tools like Hadoop & Spark

Demonstrated proficiency in advanced analytical languages such as R, Python, Scala, SAS

Experience with traditional database/system languages (e.g. SAS, SQL, etc.) to collaborate with other data analysts/systems

Experience with implementing scalable machine learning/data mining algorithms making use of distributed/parallel processing

Minimum 10 years of experience in Model development for Financial Services.

Please feel free to write to me expressing your interest in exploring the role.

Reema