About Our Client

Our client is a fintech NBFC.

Job Description

- Credit Risk Modelling: Design and develop end-to-end credit risk models, including application scorecards, behavioural model development, and portfolio risk modelling.
- Supervised Machine Learning: Apply advanced supervised machine learning techniques alongside traditional statistical frameworks like Logistic Regression, Generalized Linear Models (GLM), and XGBoost.
- Unsupervised Learning: Utilize unsupervised learning techniques like PCA (Principal Component Analysis) for dimensionality reduction and K-means customer clustering to identify risk segments, fraud vectors, and behavioural patterns.
- Regulatory Compliance: Develop and implement regulatory risk modelling solutions aligned with international standards such as BASEL-2 and IFRS9 frameworks.
- Risk Metrics Estimation: Own the development of core risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Credit Loss (ECL).
- Performance Benchmarking: Benchmark and continuously improve model performance using appropriate evaluation metrics and experimentation frameworks.

The Successful Applicant

We're looking for someone who has:* 5-9 years of skilled experience in applied data science, machine learning engineering,



or risk analytics specifically within the BFSI and lending domain.

- Proven track record of developing credit risk scorecards, behavioural models, and regulatory frameworks (BASEL-2 / IFRS9 / ECL / PD / LGD).
- Demonstrated experience implementing supervised machine learning techniques and unsupervised learning techniques (e.g., PCA, K-means customer clustering).
- Strong understanding of statistical fundamentals and neural network fundamentals.
- Generative AI: Experience or familiarity with Agentic AI frameworks and Retrieval-Augmented Generation (RAG) architectures.
- Deep Learning: Hands-on experience applying deep learning techniques to financial services or credit risk use cases. Advanced LLM Frameworks: Familiarity with prompt engineering, RLHF, and LLM evaluation frameworks.
- Governance: Contributions to open-source ML projects, published research, or active participation in responsible AI and strict model governance practices within regulated industries.

What's on Offer

- Opportunity to lead a data science team in the financial services sector.
- Work in a private banking environment with challenging projects.

📌 Data Science Manager | NBFC (Gurugram)
🏢 Michael Page
📍 Gurugram