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; clear 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; transparent documentation.

?

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📌 Assistant Manager - Data Science (Chennai)
🏢 Latentview
📍 Chennai