I seek for roles in credit risk modelling domain
saurav ghosh
@sauravghosh
Credit Risk Modelling & Decision Science Leader | PD/LGD/EAD/ECL | Scorecards & Decisioning | Model Governance | ML/AI
What I'm looking for
Credit Risk Modelling and Data Science Leader with 14+ years of experience across retail and MSME lending, specializing in application and behavioural PD scorecards, LGD, EAD, IFRS 9 ECL, credit decisioning strategy, risk segmentation and portfolio analytics within RBI-regulated lending environments. Hands-on across the end-to-end model lifecycle including data extraction, feature engineering, development, validation, calibration, deployment, monitoring and governance. Proven track record building and scaling AI/ML-driven credit decisioning, fraud, and early-warning systems supporting large-scale consumer and merchant lending portfolios, alongside growth and lifecycle analytics (Customer 360, churn, propensity, next-best-action). Strong record leading modelling teams and partnering with Risk, Finance, Product, Technology and senior leadership to translate model outputs into underwriting, portfolio and risk decisions, complemented by consulting experience (Deloitte, KPMG) running client engagements and GTM initiatives, and insurance-domain risk modelling experience (underwriting, claims risk, retention) from an early-career stint at MetLife.
Experience
Work history, roles, and key accomplishments
Own ECL, stress testing and portfolio analytics initiatives across the credit portfolio. Oversee credit risk model development, calibration, monitoring and enhancement, focusing on model performance and portfolio insights. Led end-to-end audit management and closure for regulatory, underwriting and stress-testing models, partnering with regulators and audit teams for timely remediation.
Led AI/ML vision and roadmap across five business verticals, managing a 9-member team and rebuilding MSME PD scorecards to improve risk discrimination ~10%, supporting ~₹500 Cr/month MSME lending and delivering GenAI-driven KYC automation that saved ~₹3M annually.
Designed and deployed application PD scorecards and behavioural PD models supporting underwriting for ₹1,500 Cr/month personal loans and ₹8,000 Cr/month Postpaid, improving model stability ~5% and performance ~7% while establishing unified model governance and ECL engines.
Led a 15+ member data science practice delivering 50+ RFPs and ML solutions across BFSI and retail, scaling MLOps and Conversational AI offerings to generate ₹50M+ in topline revenue and improving telecom churn models by ~15%.
Developed application PD scorecards, early delinquency models, and IFRS 9 staging frameworks to support provisioning and ECL computation, and established validation and monitoring processes for robust model lifecycle management.
Built claims risk and lapse early-warning models to inform underwriting and retention strategy in regulated life insurance. Developed segmentation, retention and cross-sell models across the policy lifecycle. Delivered insights to underwriting, actuarial and business teams. Gained exposure to model governance, documentation and validation standards.
Education
Degrees, certifications, and relevant coursework
Karnataka University
Master of Science, Computer Science
2013 - 2015
Completed a Master of Science in Computer Science focusing on advanced computing topics and applied machine learning techniques.
Jamia Hamdard University
Bachelor of Computer Applications, Computer Science
2008 - 2011
Completed a Bachelor's degree in computer science with foundational coursework in programming, data structures, and algorithms.
Tech stack
Software and tools used professionally
Availability
Location
Authorized to work in
Salary expectations
Social media
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