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; explicit 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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