Senior Manager-Data Science-Data Scientist

EXL; Gurugram District; Hybrid; INR 1,200,000 - 1,800,000; Full time

Job summary

EXL is seeking a credit risk modeling professional in the Gurugram area to design and implement scorecards and machine learning models that improve credit decisions and collections performance.

You will extract and preprocess data using SQL, build models in Python, monitor performance, and ensure compliance with regulatory standards. Collaboration with business units and thorough documentation are essential.

Responsibilities

• Design and build credit risk scorecards to predict creditworthiness and optimize account management.
• Extract, clean, and preprocess data from multiple sources using SQL.
• Develop ML models for collections performance and delinquency prediction in Python (pandas, scikit-learn).
• Monitor model performance, backtest, recalibrate, and validate per regulatory standards.
• Collaborate with business and data teams to translate risk requirements into modeling specs.
• Document modeling processes, assumptions, and results for governance and audit.

Skills

Credit risk modeling

Data preprocessing

Backtesting

Regulatory alignment

Tools

SQL

Python

pandas

scikit-learn

Job description

Job Description:

• Design and build credit risk scorecards (application, behavioral, and collections scorecards) to predict creditworthiness and optimize account management strategies.
• Extract, clean, and preprocess data from various sources using SQL.
• Develop and implement machine learning models for collections performance and delinquency prediction using Python (including libraries like pandas, scikit-learn).
• Monitor model performance, conduct backtesting, recalibration, and validation adhering to regulatory standards.
• Collaborate with business and data teams to translate credit risk requirements into modeling specifications.
• Document modeling processes, assumptions, and results for internal governance and audit purposes.