Responsibilities
Develop credit risk models, scorecards, and portfolio risk models.
Apply statistical, supervised, and unsupervised ML techniques.
Build PD, LGD, and ECL models aligned with Basel II and IFRS9.
Process large datasets and engineer credit bureau features.
Optimize models for production with robust explainability and governance.
Collaborate with business, product, and engineering teams.
Research new ML/AI techniques and mentor junior team members.

Requirements
Experience in Data Science, ML, or Risk Analytics.
Robust experience in credit risk modeling, scorecards, Basel II, IFRS9, PD, LGD, and ECL.
Proficiency in ML, statistical modeling, PCA, K-means, and XGBoost.
Experience with deep learning, GenAI, RAG, and agentic AI frameworks.
Knowledge of prompt engineering, RLHF, and LLM evaluation.
Solid understanding of model governance, explainability, and responsible AI.

📌 Applied Data Scientist Gurugram
🏢 Recruito
📍 Gurugram