Data Scientist (Model Validation)

Home Credit

Ho Chi Minh, Vietnam

5 ngày trước

RESPONSIBILITIES :

Responsible for independent development or validation of risk scoring models, including antifraud, credit underwriting or collection models and challenging current approaches to risk management and modeling;

Construct dataset used for development or validation, ensure the sample is representative of production population and data is in good quality;

Creative feature engineering skills;

Develop high-quality machine learning models;

Perform quantitative assessment of model performance based on development, validation and out-of-time samples;

Documentation of model development or validation and communication of

results to senior manager and presentation to relevant departments;

Develop in-depth knowledge and expertise in risk data science, continuously improve model performance, research the latest modeling practices.

REQUIREMENTS :

BS / MS degree in data science, statistics, computer science, applied mathematics or any quantitative discipline;

Minimum 2 years experience in data science, developing statistical models in banking, financial industry or ecommerce;

Experience with SQL;

Experience with Python data science stack (such as numpy, pandas, scikit learn, xgboost, etc.);

Practical experience with machine learning;

Good English for business.

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