MOHAMMAD KAIFI
@mohammadkaifi
Manager-I (Scoring & Risk Analytics) at ICICI Bank
Hyderabad, India
Mohammad Kaifi is a Data Scientist with 3 years of experience in scoring and risk analytics. Currently serving as Manager-I at ICICI Bank, he specializes in developing credit scoring models and customer segmentation algorithms using machine learning. He holds an MTech in QROR from the Indian Statistical Institute and a Bachelor's in Production Engineering.
Experience
Manager-I (Scoring & Risk Analytics)
ICICI Bank
Redeveloped PL PA Credit Test approach using Decision Tree based algorithm, expecting bf 3.5% marginal increase in monthly offer base count. Build UPI Transactions based Scoring Model using AI generated feature. Identified Low Margin customer using Decision Tree based customer segmentation algorithm basis profitability metrics (CC-PPOP ratio). Performing PL strengthening experiment for NonPA cases by back-testing the sets of strategy.
Management Trainee (Scoring & Risk Analytics)
ICICI Bank
Build Liability and Bureau based Scoring model to enhance the offer generation process. Performed Credit Test Experiment for PL PA offer generation and generated a lift of 3% in PA offer base. Build PayU based Scoring Model using PayU scrubbed data to score NTB customer.
Quantitative Research Intern (Asset Management)
Ranial Systems
Performed Multi Objective Dynamic Portfolio Optimization to maximize the Return on-Demand. Performed Hypothesis Testing to check whether combination of stock performance and macroeconomic features can be leveraged to achieve better Sharpe Ratio. Build 5-Factor Fama French on rolling basis for a given portfolio.
Education
Indian Statistical Institute
MTech
QROR
Courses: Statistical Method | Operations Research | Business Analyst | Linear Algebra |ML | Probability | Simulation
Jadavpur University
Bachelor
Production Engineering
Licenses & Certifications
CS-229 Course
Andrew Ng
The Data Science Course
Udemy
Complete Python Bootcamp
Udemy
Neural Networks and DeepLearning
deeplearning.ai
Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization
deeplearning.ai
NLP with Transformers
Udemy
The complete SQL Bootcamp
Udemy