Senior Data Scientist
On-siteChennai, Tamil Nadu, India
Job Summary
Design, develop, and deploy machine learning models to assess credit risk, ensuring high accuracy, interpretability, and regulatory compliance. Align data solutions with business objectives and technical constraints while collaborating with cross-functional teams to manage the product lifecycle from conception to delivery. Monitor model performance and maintain risk management protocols by retraining models as needed. Provide mentorship and guidance to junior data scientists and engineers within the team. Stay updated on industry trends, regulations, and emerging technologies to continuously improve the platform.
Required Qualifications
- Expertise in statistical analysis, including hypothesis testing, regression analysis, probability theory, and data modelling techniques, to extract insights and validate machine learning models.
- Experience in designing, developing, and delivering end-to-end data products and solutions.
- Expertise in model explain ability techniques (e.g. SHAP, LIME) and regulatory compliance for risk models.
- Strong proficiency in Python and working knowledge of PySpark.
- Proficiency in building and deploying models on cloud platforms (AWS).
- Ability to collaborate with finance and risk teams to ensure model outputs align with business objectives and regulatory requirements.
- Familiarity with key financial instruments, regulatory frameworks (e.g., Basel III, IFRS 9), and their impact on risk assessment models.
- Bachelor's/Advanced degree in Data Science, Statistics, Mathematics, Computer Science, or a related field.
- 3 to 5 years of experience in the data science and machine learning domain
Desired Qualifications
- Experience in the financial sector or credit risk management is a bonus.
- Experience with NLP techniques is good to have.
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