Role overview
The individual will be a member of VCA Intelligence & Data Solutions team in Asia Pacific. The position will be based in Visa’s Bangalore office.
As Credit Risk Modeling Lead, you will champion project delivery and lead design, development, validation, and implementation of advanced credit risk models for a diverse portfolio of clients across banking, fintech, and other lending sectors.
You will combine deep technical and domain expertise with strong stakeholder engagement skills to deliver high‑impact solutions that meet regulatory requirements, enhance credit decision‑making, and drive business performance.
This role offers the opportunity to work on multiple projects, across regions, and with varied data environments — making adaptability and client‑centric thinking essential.
Key responsibilities
Collaborate with data science leads and consulting leads to understand business needs and identify strategic areas where data science/modeling can drive strong business impact, in alignment with organization's goals and priorities
Engage with client stakeholders to understand business challenges, risk appetite, and regulatory context
Lead end to end model development projects — from requirements gathering to implementation — across Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), IFRS 9/ECL, and stress testing frameworks
Design and implement credit scoring models leveraging alternate data sources (e.g., telco usage, e‑commerce behavior, social and utility payment data, open banking, and digital footprint) to expand credit access and improve risk assessment
Present complex analytical findings in clear, actionable terms for senior executives and risk committees, provide best practice guidance on risk model governance, regulatory compliance, and validation standards
Support data science leads in identifying opportunities for cross selling data analytics, AI/ML, and adjacent risk modeling services
Support proposal writing, RFP responses, and client presentations to win new engagements
Guide junior data scientists and analysts in technical modeling techniques and client delivery best practices, ensure quality and timeliness of project delivery
Promote knowledge sharing across project teams and practices
This is a hybrid position. Expectation of days in office will be confirmed by your hiring manager.