Senior Manager - Credit Modelling

Role Purpose

To develop and maintain collection scorecards, segments for portfolio intervention, and transaction-level authorization strategies and oversee implementation of credit & fraud decision engine deployment for the organization.

Role Accountability

• Develop customized collection scorecards for each assigned delinquency stage
• Develop self-cure models for customized collection interventions & cost control
• Develop micro-segments for effective portfolio interventions & to maintain acquisition quality
• Develop transaction-level scorecards as input to the authorization strategy and cross-sell qualification
• Develop application fraud prevention scorecard
• Develop propensity models for offering hardship programs
• Develop customized acquisition scorecards for assigned segments.
• Develop customized behavior scorecards for each assigned segment.
• Maintain inventory of assigned models
• Automate & ensure model deployment either in credit & fraud decision engines or turbine/data lake

Measures of Success

• Ensure the timely development of the models as per plan
• Model efficacy in terms of consistency & reliability
• KS, Gini - Model performance metrics
• PSI - Model stability metric
• Out of time validation
• Process Adherence as per MOU

Technical Skills / Experience / Certifications

Good knowledge of Big Data/R/Python/SaS/Hadoop

Competencies critical to the role

Analytical ability and problem solving

Qualification

Master’s degree in related field

Preferred Industry

FSI / Any