HDFC Bank
Location
Mumbai | India
Job description
Vertical : Credit analytics and innovation
Job Purpose
Looking for exceptional Data Scientist with a proven track record of experience in Predictive analytics.
Job Responsibilities(JR) : 6 – 8 Areas
Actionable (4-6)
· Scorecard Building and Modelling
· Developing analytical models to assess risk profile of a customer / identifying cross-sell opportunities/fraud control for new and existing customers
· Responsible for development and deployment of various scorecards / models for the credit risk / Retail asset products of the Bank within the specified timelines. Ensure the deployment also is line with Bank's strategies so as to gain maximum efficiencies.
· Estimate probability of default arising out of the scorecards and monitor deviation from expected default rates.
· Monitor portfolio and identify pockets of opportunity for business growth and risk alerts to control NPAs. Communicate these alerts to the respective owners and follow-up for closure
· Formulating data cuts and strategies to assess credit risk for new and existing customers of the Bank. Give feedback to stakeholders to improve the usage of the models
· Develop novel approaches/algorithms in Risk modeling to constantly improve the operational efficacy of current models and its impact to stake holders
· To adopt the latest trends wrt fintech companies by applying the best-in-class financial models, risk strategies
· To work on various aspects related to automation of scorecards in Analytics domain.
· Explore data available within the Banks ecosystem but not used currently to meet the above stated business objectives
· Innovation
· Thinking, evolving and making significant changes in the processes, techniques, methods so as to save time, energy and money.
· Any other assignments depending on the needs of the organization
Educational Qualifications
Key Skills
1. MCA/MTech/MSc Statistics or Economics/BTech/MBA or equivalent in Computer science/Statistics or related areas with strong inclination towards machine learning algorithms is preferred
· Excellent problem solving capabilities with strong fundamentals in computer science
· Strong technical & analytical skills
· Hands-on experience in data wrangling (ETL), feature engineering, building and deploying scalable machine learning algorithms
· Strong written and verbal communication skills
· Excellent knowledge of current trends in the field of machine learning/analytics field
Experience Required
Major Stakeholders (intra team and cross functional stakeholders, who would need to be interacted with for discharging duties)
· Credit Policy
· Underwriting
· Process
· Fraud Control
· Product
· Credit Bureaus
· Third Party Analytics Service Providers
· IT
· Legal
· Information Security
Job tags
Salary