You'll lead the Data Science function supporting Lending, overseeing credit risk scoring models across PD, LGD, and collections. You'll guide the team in leveraging alternative data to improve model accuracy and signal. You'll lead the full model lifecycle—driving strategy, standards, and execution across model development, validation, deployment, and monitoring. You'll partner with business, risk, and ops leaders to shape the credit roadmap and influence decisions with data-driven insights. You are experienced in leading teams while being hands-on when needed. This role is suited for professionals with 10+ years of experience in data science and risk analytics.
You will report to Head of Data Science and this role is onsite based in Bangalore.
The Critical Tasks You Will Perform
- Lead the team in building predictive models to separate good vs bad borrowers using ML and traditional methods
- Drive development of ML and deep learning models for loss estimation across portfolios
- Oversee model validation and performance monitoring across diverse data sets
- Guide feature engineering strategies and explore new external data sources
- Champion model governance in collaboration with risk, compliance, and audit teams
- Ensure timely identification of performance drifts and lead model refresh cycles
- Communicate modeling outcomes and trade-offs to senior leadership and key stakeholders
- Translate analytics into strategic levers—policy, pricing, targeting, and credit expansion
- Set the vision for solving hard data science problems using best-in-class ML techniques
