Job Description
Job Description:
As a Junior Credit Risk AI/ML Scientist you will play a huge role not only with building models across our lending portfolio but also be involved in deploying and monitoring of the models in production.
What you will do:
- Responsible for developing and implementing our credit underwriting models (30%)
- Use machine learning (ML) to build credit underwriting models leveraging alternate and traditional data sets (30%)
- Use ML to segment our customers based on behavior and propensity to engage with our various lending products (10%)
- Recommend optimal segmentation strategy to build different models for different consumer segments (10%)
- Work on a modern AI/ML platform (5%)
- Use every dataset at disposal to build a feature store for AI/ML models as well as a customer 360 profile (5%)
- Set up testing infrastructure to test different underwriting and credit strategies for different lending products (5%)
- Conceive, design & monitor risk management strategies to improve business profitability in the areas of underwriting, credit line management, universe expansion and alternative data evaluation for lending. (5%)
Qualifications
Skills and Experience:
- 2+ years consumer credit risk experience including building credit scorecards/scoring systems.
- Hands on experience building credit underwriting models and feature engineering.
- Familiarity with bureau data and alternate data is a strong requirement.
- Strong development experience with Python is a must along with ML libraries (pandas, NumPy, scikit learn, TensorFlow)
- Familiarity with H2O, Azure ML and Amazon Services is a plus but not required.
- Strong Experience in SQL
- Ability to thrive in a fast paced, team-oriented environment.
- Master’s degree or PhD. in a quantitative field such as Mathematics, Statistics, Computer Science, Operations Research, Engineering
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