EWS-Data Scientist
Chennai, Bengaluru, MumbaiFull-time5–8 yrsPosted 1 week ago
Senior data science role at Bahwan CyberTek in Chennai, Bengaluru and 1 more city. Needs 5–8 years.
About the role
Design, build, and document Early Warning System (EWS) / behavioral scorecards (retail and corporate/wholesale) using machine learning techniques such as XGBoost, logistic regression, and random forest. sample design, target definition (e.g. SMA/NPA flagging), feature selection and hypothesis documentation, hyperparameter tuning (e.g. Optuna), cross-validation (k-fold/OOF), and threshold optimization.
What you'll do
- Design, build, and document Early Warning System (EWS) / behavioral scorecards (retail and corporate/wholesale) using machine learning techniques such as XGBoost
- Perform end-to-end model development: sample design, target definition (e.g. SMA/NPA flagging), feature selection and hypothesis documentation
- Conduct independent model validation and technical review of vendor-built or in-house models — including checking implementation code against validation reports
- Monitor live/production scorecards through Out-of-Time (OOT) validation, tracking discriminatory power (Gini, AUROC), score stability, and population drift
- Prepare Model Validation Documents, Variable Hypothesis reports, and governance checklists in line with AI/ML Model Risk Management (MRM) frameworks
What you need
- Machine learning
- SQL
- Credit risk
Good to have
- Python
- Pandas
- Scikit-learn
- SAS
- Data analysis