The Credit Risk Data Scientist is significant contributor of Channel VAS data driven automated decision making, risk management and profits optimization.
The ideal candidate will have extensive experience with credit and profit scoring, the development and deployment of advanced algorithms, and the day-to-day risk management of large portfolio of loans. Moreover, the capability (i) to perform advanced risk analytics, (ii) design and develop statistical and machine learning algorithms for credit issuance and risk management, and (iii) operationalize them in the daily risk management activities of large portfolios with the aim to optimize profits is quite crucial.
The Credit Risk Data Scientist will be part of a large team of 10 people, working closely with Big Data Engineers and Analysts.
- Manage large portfolios of micro-loans with the use of advanced algorithms and analytics to optimize profits.
- Develop and deploy advanced credit risk models and algorithms.
- Design, develop and implement scorecards for nano- and micro-finance.
- Analyze large data volumes to identify credit risk factors.
- Develop strategies for credit risk management and revenue maximization
- Transfer knowledge on credit risk model development and management.
Qualifications & Skills
- BSc and MSc in Mathematical Sciences, Computer Science or Finance from an accredited institution.
- Minimum of 3 years’ experience in a related role (e.g. credit risk analyst/manager and/or data scientist).
- Strong analytical skills, evidence of statistical/machine learning models and algorithms development.
- Hands-on experience at least in two of the following (with descending significance):
- Credit risk model development and deployment
- Credit risk management
- Risk analytics
- Profits Optimization
- Machine learning
- Ability to set-up, organize and monitor pilots for testing and comparing risk models
- Experience in and ability to gain risk insights analyzing large volumes of data.
Additional requirements (will be considered a plus):
- PhD in Mathematical Sciences, Computer Science or Finance from an accredited institution.
- Hands-on experience on big data processing and analytics.
- Creative skills
- Programming skills
- Passion for learning new technologies and eagerness to collaborate with other creative minds
- Strong desire for exploring, evaluating and understanding new technologies
- Ability to hit tight deadlines and work under pressure and strict attention to detail
- Excellent judgment, organizational and problem-solving skills
- Strong interpersonal and communication skills
- Competitive salary and benefit package
- Comprehensive private healthcare insurance
- Company phone and laptop
* The company has reposted this job opening twice in the past:
Credit Risk Data Scientist – Channel IT (15/03/17)