Designation: Assistant Manager ? Data Science

Level : L3

Experience:? 6 to 10 years

Location : ?Colombo

Job Description:

We are looking for experienced Data Scientist to join our team.

Responsibilities:
Decision Science ? Credit Risk Modelling and Portfolio Optimization
Build statistically robust application and behavior scorecards; develop PD, LGD, and EAD models
Design loss ? forecasting frameworks (vintage, roll ? rate/Markov, survival/hazard, GLM/GBM) at segment and portfolio levels.
Engineer features from bureau, internal behavioral, transaction, device, and alternative data with rigorous data QC.
Calibrate and backtest models; perform stability monitoring (PSI/CSI), discrimination (KS/AUC), and calibration tests.
Implement explainability (reason codes/SHAP), bias/fair ? lending checks, and challenger/benchmark models.
Align models to accounting and capital frameworks (IFRS 9 or CECL; Basel PD/LGD/EAD concepts).
Development of credit card portfolio optimization data models to drive spends and engagement
Portfolio Spends Growth ? Targeting basis segments/persona, merchants, campaign recommendation to drive cross border

Skills:




Must have working knowledge of credit cards
Must have hands on knowledge of building application score, behavior score, PD, LGD models
Solid understanding of IFRS 9 or CECL (lifetime ECL, staging/pooling), and model risk governance
Solid understanding of credit card lifecycle and credit card portfolio interventions
Python, ML, SQL, SAS and Tableau
Communication skills to explain complex methods to non ? technical audiences; transparent documentation.
Exposure to bureau data (e.g., attributes, reason codes), alternative data, and identity/behavioral signals.
Exposure to transaction level credit card spends data
Credit risk modelling (IFRS 9, Python, ML, SQL, SAS and Tableau,PD, LGD models)
Communication skills to explain complex methods to non ? technical audiences; explicit documentation.

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📌 Assistant Manager Data Science Tamil Nadu (India)
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📍 India