About the Role

We are looking for a highly analytical and business-driven Senior Data Scientist to lead data science initiatives in credit risk and collections strategy for our home loan portfolio. The role involves building predictive models, optimizing credit decisions, and enhancing collections efficiency through data-driven insights.

Key Responsibilities

1. Credit Risk Modeling

• Develop and deploy predictive models for:
  • Credit scoring (application & behavioral)

  • Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)

• Analyze borrower behavior and creditworthiness using structured and alternative data

• Monitor model performance and ensure stability over time

2. Collections Strategy & Optimization

• Design data-driven collection strategies across delinquency buckets

• Build models for:
  • Roll rate prediction

  • Recovery optimization

  • Customer segmentation for collections prioritization

• Recommend treatment strategies (call, legal, settlement, restructuring)

3. Data Analysis & Insights

• Perform deep-dive analysis on portfolio performance, delinquencies, and losses

• Identify early warning signals and risk triggers

• Translate complex findings into actionable business recommendations