Lead Data Scientist - Credit Risk (Tamil Nadu)

Position : Lead Data Scientist - Credit Risk Exp : 7+yrs Location : Chennai Core Skills : Credit Risk(5-6Year), Python, SQL, MLOps. Work Mode : Work from office based out of Chennai Key Responsibilities Leadership & Strategy o Mentor a small India team of analysts/data scientists; instill best practices in model development, testing, and monitoring. o Partner with U.S. leadership to shape the credit risk analytics roadmap. o Communicate model outcomes and risk insights effectively with business stakeholders, risk officers, and senior executives. Risk Modeling & Analytics (Technical Core) o Build, validate, and maintain credit risk scoring models, probability of default (PD), loss given default (LGD), and exposure at default (EAD) frameworks. o Develop fraud detection, early delinquency prediction, and portfolio stress- testing models. o Design advanced simulation models to assess credit portfolio performance under different risk scenarios. o Partner with data engineering to ensure clean, reliable, and scalable data pipelines. Underwriting & Decision Systems o Collaborate with Risk and Product teams to integrate models into automated loan decisioning systems. o Use external bureau, bank transaction, and alternative data sources to enrich risk assessments. o Ensure model explainability, interpretability, and compliance with fair lending/regulatory requirements. 2 Requirements / Qualifications Technical Skills o Robust background in credit risk modeling: logistic regression, decision trees, survival models, scorecards, and machine learning methods for risk. o Expertise in Python and SQL; familiarity with risk model monitoring and governance best practices. o Experience with MLOps, version control (Git), and cloud computing (AWS/GCP is a plus). o Exposure to credit bureau data, bank transaction data, Alt-data sources, and challenger models. Experience o 712 years of experience in data science/analytics roles, with at least 45 years in credit risk / financial services / NBFC / fintech lending / banking. o Direct experience deploying credit models into production loan decisioning environments. o Prior lead/mentoring responsibilities; ability to scale a high-impact India team. o Working experience with distributed, multi-geography organizations. Education o Graduate/Postgraduate degree in a quantitative discipline (Statistics, Economics, Engineering, Computer Science, or related). o Formal credit risk or FRM/PRM certifications are a plus. .