Sr. Machine Learning Scientist

Job Description
As a Senior Credit Risk AI/ML Scientist you will play a huge role not only with building models across our lending portfolio but also be involved in deploying and monitoring of the models in production.
What you will do:
Develop and implement credit risk scoring models for personal loan origination using traditional and alternate datasets, including cash flow.
Analyze diverse datasets to identify trends and patterns that may impact credit risk incorporating structured and unstructured data sources.
Collaborate with cross-functional teams including data engineers, business analysts, and stakeholders to gather requirements and ensure alignment with business objectives.
Conduct thorough model validation and performance monitoring to ensure accuracy and effectiveness across multiple data streams.
Stay current with industry best practices, emerging trends, and regulatory requirements related to credit risk modeling, particularly in alternative data usage.
Communicate findings and insights to technical and non-technical stakeholders in a clear and concise manner, emphasizing the incorporation of alternative datasets.
Support model deployment and provide ongoing support for model maintenance and enhancements, particularly in the context of evolving data sources and regulatory landscapes.
Use ML to segment our customers based on behavior and propensity to engage with our various lending products
Recommend optimal segmentation strategy to build different models for different consumer segments.
Work on a modern AI/ML platform.
Use every dataset at disposal to build a feature store for AI/ML models as well as a customer 360 profile.
Set up testing infrastructure to test different underwriting and credit strategies for different lending products.
Conceive, design &
monitor risk managementstrategies to improve business profitability in the areas of underwriting, credit line management, universe expansion and alternative data evaluation for lending.