Senior Data Analyst/Scientist – Credit Risk

Senior Data Analyst/Scientist Credit Risk

Location- Mumbai

Role Overview

We are seeking an experienced Credit Risk Data Analyst/Scientist to lead the development of ML-driven application and behavioural scorecards for retail lending portfolios. The role requires strong statistical rigor, end-to-end model ownership, and the ability to translate credit risk appetite into scalable data-driven strategies.

Key Responsibilities

* Design and deploy statistical models including but not limited to Application and Behavioural scorecards using advanced ML techniques.

* Lead end-to-end lifecycle: problem framing data extraction feature engineering model development validation deployment monitoring.

* Develop statistically robust models using techniques such as (but not limited to):

* Gradient Boosting (XGBoost, LightGBM, CatBoost)

* Random Forest, Ensemble methods

* Neural Networks (MLP)

* Apply rigorous evaluation frameworks (AUC, KS, Gini, Lift, PSI, stability analysis).

* Address imbalanced datasets, reject inference, segmentation, and portfolio drift.

* Build challenger models and drive continuous performance optimization.

* Develop and refine credit underwriting strategies aligned to risk appetite, approval rate targets, and portfolio profitability.

* Conduct portfolio analytics and recommend cut-off, limit, and pricing strategies.

* Collaborate with Risk, Policy, Product, and Tech teams to translate business requirements into deployable decisioning frameworks.

* Ensure robust monitoring, back-testing, and periodic recalibration.

Technical Requirements

* 36 years of experience in Credit Risk Analytics

* Strong foundation in statistics, hypothesis testing, sampling theory, and classification methodologies.

* Proven experience in ML-based credit modelling, model governance and monitoring

* Expertise in handling large structured financial datasets.

* Proficiency in Python, PySpark, Scikit-learn, and boosting frameworks.

* Experience building scalable training pipelines and supporting production deployment.

What Were Looking For

A data-driven risk professional with strong statistical depth and business acumen who can independently manage stakeholder discussions, translate open-ended credit problems into robust ML solutions, and own models from requirement gathering through deployment and ongoing performance monitoring.

Qualifications:

Post-graduation from Tier 1 institutes Only