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; clear documentation.
