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

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

Measures of Success

1. Ensure the timely development of the models as per plan
2. Model efficacy in terms of consistency & reliability
3. KS, Gini - Model performance metrics
4. PSI - Model stability metric
5. Out of time validation
6. 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