Job Description
- 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 back test models; perform stability monitoring (PSI/CSI), discrimination (KS/AUC), and calibration tests.
- Implement explain ability (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 & EXPERIENCE
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