Assistant Manager - Data Science

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.