Learn everything about Analytics

Data Scientist (Risk Analytics & Modeling) – Chennai (2+ years of experience)

, / 0

Designation – Data Scientist (Risk Analytics & Modeling)

Location – Chennai

About employer – Confidential



  • Develop and implement new (maintain and use existing) statistical/machine learning models to identify performance and risk drivers in the credit portfolio
  • Develop and implement new (maintain and use existing) risk and performance assessment models to measure risk and performance in the portfolio
  • Manage large loan level and borrower level data used for risk and learning models
  • Measure the risk and performance indicators for debt and structured finance products using existing and new models
  • Perform qualitative and quantitative analysis of various performance metrics for structured transactions
  • Document the analysis methodology and findings in report and present the analysis to the internal and external stakeholders/platforms (model notes, white papers, working papers, etc.)
  • Contribute towards other risk management work done by the risk management function
  • Travel not more than 20% of the time to meet partners and understand the lending models

Qualification and Skills Required

  • At least two years of experience in implementing statistical/machine learning algorithms (regression, decision trees, SVM) and statistical programming tools (R/Matlab/Octave/Weka)
  • Proficiency in programming: R/Python/VBA
  • Strong background in statistics and probability
  • Experience in handling large structured and unstructured dataset
  • PGDM/Masters degree in Maths/Statistics/Econometrics/Economics/Finance/Engineering /other quantitative disciplines
  • Actuaries/FRM/CFA/CQF/PRM certification would be a plus
  • Knowledge and experience in structured finance products (securitization structures) would be a plus
  • Excellent writing, oral communication and presentation skills

Interested people can apply for this job by sending their updated CV to [email protected] with subject as Senior Analyst/Data Science/Risk Analytics & Modelling – Bangalore and the following details:

  1. Total Experience
  2. Current CTC
  3. Expected CTC
  4. Notice Period

If you want to stay updated on latest analytics jobs, follow our job postings on twitter or like our Careers in Analytics page on Facebook

Leave A Reply

Your email address will not be published.

Join world’s fastest growing Analytics Community
Receive awesome tips, guides, infographics and become expert at: