Manager-Data Science

Function Description:

Manager – Agentic Risk

Purpose of the role

The incumbent would be part of the Agentic Risk Modeling team reporting into Director – Agentic Risk Modeling and will lead a team of risk management professionals. The incumbent is expected to provide thought leadership and manage Agentic Risk decision science initiatives involving developing, documenting & implementing state-of-the-art ML Agentic risk prediction models, regularly tracking the performance of these models along with doing case reviews to identify innovative data science opportunities.

Specific responsibilities would include:

1. Develop, document & implement models to capture Agentic risk.
2. Be extremely diligent & regular in tracking the performance of the model on an ongoing basis & propose corrective actions in a timely manner.
3. Partner with Business Strategy, MRMG, RPDS teams to ensure that models are continuously enhanced & stay world-class.
4. Maintain a disciplined process of reviewing cases to identify new modeling opportunities.
5. Evaluate new data sources - internal and external, as well as new variables designed from extensive case reviews for their efficacy in models and business strategies.
6. Be on a continuous look-out for identification of gaps in today’s modeling process & propose / recommend solutions to solve for those gaps and make existing solutions more robust.

Provide people and thought leadership for Band 30s.

Past Experience:

3 or more years of Relevant/Related Work Experience in Credit & Fraud Risk with Demonstrated Track Record of Strong Performance.

Academic Background:

Post Graduate Degree in Management / Statistics / Mathematics / Economics / Engineering from a reputed institute.

Technical Skills/Platform Knowledge:

1. Proficiency in programming with Python, PySpark, SQL on BigQuery, Hive Terminal, MLS
2. Knowledge of platforms systems like Lumi, Cornerstone, CAS, AMP, etc.
3. Preferred - Experience in working with Gen AI applications.