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Recruiter at Credence HR Services
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VP - Core Modeling - Accounting/Finance/Audit/Risk (10-15 yrs)
Vice President - Core Modeling
Location: Mumbai.
Job Category: Accounting/Finance/Audit/Risk
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.
Interested candidates can apply with their updated profiles.
Kalyani Nikhade
Credence HR Services
02065110883
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