About this role
Design and build credit risk scorecards and develop machine learning models for collections performance and delinquency prediction using Python and SQL; extract, clean, and preprocess data and monitor model performance with backtesting, recalibration, and validation. Collaborate with business and data teams and document modeling processes, assumptions, and results for governance and audit.
Skills for this role
PythonSQLpandasscikit-learnMachine learning algorithmsFeature engineeringModel monitoringBacktestingModel validationModel recalibrationCredit risk scorecard developmentCollections/account management modelingDelinquency predictionKS (Kolmogorov-Smirnov)GiniAUCData extractionData cleaningData preprocessingDocumentationCredit bureau dataBFSI domain knowledgeStatistics