Data Science Manager - Risk+PO

JOB TITLE: Data Science Manager - Risk+PO

JOB TYPE: Onsite

LOCATION: Colombo, Sri Lanka

MAIN DUTIES/RESPONSIBILITIES: Build statistically robust application and behavior scorecards; develop PD, LGD, and EAD modelsDesign 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 engagementPortfolio Spends Growth - Targeting basis segments/persona, merchants, campaign recommendation to drive cross border

SKILLS & EXPERIENCE

Qualifications: Masters in Statistics, Economics from a reputed organization

Experience: 8+ Years

Must have Skills:Must have working knowledge of credit cardsMust have hands on knowledge of building application score, behavior score, PD, LGD modelsSolid understanding of IFRS 9 or CECL (lifetime ECL, staging/pooling), and model risk governanceSolid understanding of credit card lifecycle and credit card portfolio interventionsPython, ML, SQL, SAS and TableauCommunication 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

We are specifically looking for an industry expert from India to relocate to Colombo, Sri Lanka for the project duration. Therefore, kindly note that this opportunity is only available for Indian nationals.