Data Scientist Job

Location:
Mumbai Min. 3 years experience Mandatory to have experience with bank / NBFC / lending / credit risk

About Us
Agam develops financial and actuarial analytics through pALM, its proprietary asset and liability management platform. Our work combines quantitative modeling, financial projections and AI to support decisions on products, customers and risk. Role Overview We are looking for a Data Scientist to work as part of our AI team on consumer lending and insurance analytics. You will develop and improve statistical and machine learning models, connect their outputs to financial outcomes, and integrate them into agentic AI workflows. The work covers product improvement, experience analysis, renewals, cross-sell, model validation and loan risk.

Key Responsibilities
• Develop and improve statistical and machine learning models for product performance, renewals, cross-sell and credit risk.
• Explore and link customer, loan, policy and campaign data; investigate quality issues and engineer useful features.
• Evaluate existing models against historical baselines, assess calibration and compare performance using business measures.
• Combine model outputs with financial projections and optimization to compare customer strategies, expected revenue, costs and risk.
• Document assumptions and results, validate model changes,



and collaborate with engineering teams on deployment and monitoring. Basic Qualifications
• Bachelor's or master's degree in statistics, mathematics, computer science, engineering or a related quantitative discipline.
• Robust Python and SQL skills, with practical experience in pandas, NumPy, scikit-learn and XGBoost or LightGBM.
• Strong foundations in probability, statistics, regression and hypothesis testing.
• Hands-on experience with data preparation, feature engineering and predictive modeling on structured business data.
• Experience with cross-validation and probability calibration, including identifying data leakage.
• Experience developing LLM agents with adaptive planning, tool orchestration, state management & outcome verification. Preferred Qualifications
• Experience within a bank or NBFC, particularly in retail lending, credit risk, collections or customer analytics. Relevant fintech or insurance experience is also useful.
• Three or more years of experience in applied data science or statistical model development.
• Experience with uplift or causal modeling, survival analysis, demand estimation or constrained optimization.
• Experience testing agent workflows for tool selection, correct model inputs, error handling and reliability.
• Experience with model deployment and monitoring, financial pricing or cash-flow projections.

📌 Data Scientist (Mumbai)
🏢 Agam Capital India
📍 Mumbai