Data Scientist at Comviva

About the job

Role- Senior Data Scientist JD-

About Yabx :

 Yabx has offices in Gurgaon, Dubai, Dar-e-salaam, Kampala, Lusaka, Abidjan, Lagos and Bogota. The founding team consists of people from IIMs, IITs and Ivey League Business Schools. The team has significant data analytics, financial services and global entrepreneurial experience. They are a bunch of supercharged individuals passionate to deliver financial access to each and every individual. The company was incorporated by Mahindra Comviva in 2017. The Yabx platform connects banks and financial services providers with prospective customers. These are small & medium enterprises and individuals who need real-time access to credit. For the same, Yabx works with partners such as mobile network operators and mobile wallet providers to reach this target segment. Yabx deploys advanced models using artificial intelligence, machine learning and data analytics to process massive volume of data from telecoms and mfs providers and further analyzes this data with the help of these algorithms to derive useful insights. Yabx’s mission is to create world-class innovative products to enable banks and mfis to further improve the lives of these underserved people. More details available on https://yabx.co

Work Location:-

Gurgaon

Total Experience:-

7- 10 years

Qualification:-

B. Tech / M.Tech / MS

• The finance industry has ignored billions of deserving individuals. We are a mission driven team of finance, analytics and technology professionals, focused on driving financial inclusion to serve the underserved across their credit, savings and financial needs.
• This role will lead a team of data scientists which is responsible for development, monitoring and driving continuous enhancements to create best in Class models/algorithms to assess risk, churn and uptake across the customer life cycle.

What we look for: 

Expertise in Big Data/ML: Should be able to build cutting edge credit/churn/usage models using advanced algorithms in a big data/Machine Learning environment. Should have hands on experience and track record of delivering projects in individual capacity.

• Process oriented: Should help in building a process that maximizes operating efficiency while maintaining risk across multiple lending cycles. There needs to be an obsession with collecting and analyzing data to drive business iterations and improvements. 
• Team Leadership: Should have a track record of leading people effectively functionally driving deliverables as well as nurturing, motivating, and developing the team to drive employee engagement. 
• Willingness to go above and beyond: For start-ups, the responsibilities and needs of the business change quickly. We're looking for someone who is not afraid to take on calculated risks and can deal with ambiguity.

Job Responsibilities:

• Own the end-to-end delivery of models/algorithms across customer life cycle; Develop innovative credit risk / churn / usage models using mobile wallet transaction data, Call data, Telecom usage data, customer bureau data etc.
• Define a roadmap for data collection across telcos, credit bureaus, merchant partners & other 3rd party data sources; deliver on prioritized initiatives to continuously refine models
• Partner with the Data Engineering team to define the required data pipelines to build and enhance the feature bank (foundational capability) to build/deploy the various ML algorithms both for batch and real time use cases.
• Collaborate with credit policy/portfolio mgmt. team to drive P&L outcomes.
• Building reports for model monitoring and drive enhancements 

Required Qualifications & Skills

• Solid expertise in end-to-end risk model lifecycle management (develop, deploy, monitor)
• Previous hands on in credit, fraud, churn model development and deployment
• Previous experience in PD/EAD/LGD model development/validation
• Experience in CSI/PSI model monitoring process.

• Hands on experience in data extraction using SQL/Pyspark SQL; data cleaning, feature creation and building models using Py Spark/Python on Spark; Scale will be a plus. 
• Experience leading a data science team with functional ownership/responsibilities.
• Previous exposure to below algorithms (preferably multiple):
• Logistic Regression
• Random forest
• XGBOOST
• Markov Chain
• PSI/CSI for model monitoring
• Strategy performance tracking and swap in / swap out analysis.
• Strong entrepreneurial drive.
• Good to have:
• Good business understanding of the fintech/consumer finance space.
• Experience in working with credit card / personal lending space, esp fintech.
• hands on experience in working with Telecom data.