Manager – Risk & Business Intelligence, SMB Underwriting Full Time

About the role

We are a digital NBFC building India’s next-generation lending platform for SMBs — secured and

unsecured working capital, supply-chain finance, and term loans originated through digital and

partner-led channels, with a meaningful co-lending book run alongside leading banks.

We are hiring a Manager – Risk & BI to sit at the intersection of credit policy, portfolio analytics, and business intelligence for our SMB underwriting stack. The role is half quant-risk and half BI: you will sharpen the policies and scorecards that decide who gets a loan, and own the dashboards and MIS that tell the rest of the business — and our bank partners — how the book is performing.

This is a high-ownership IC role with a clear path to leading a team within 18–24 months.

What will you own

Credit policy & underwriting analytics

• Build and continuously refine application scorecards, behavioral scorecards, and policy rules

across SMB products (unsecured BL, secured BL, SCF, GST-based lending).

• Run deep-dives on bureau (CIBIL Commercial, CRIF, Experian), bank statement (Perfios /

FinBox, GST, ITR, and Account Aggregator data to identify segments, cut-offs, and

early-warning signals.

• Partner with the data science team on PD/LGD/EAD models and ECL provisioning; own the

policy translation of model outputs.

• Conduct vintage analysis, roll-rate matrices, FPD/EPD/SMA/NPA tracking, and bounce-rate

diagnostics; surface what’s breaking before collections do.

Business intelligence & MIS

• Own the daily, weekly, and monthly risk MIS pack consumed by the CRO, CEO, and board risk

committee, and co-lending bank partners.

• Design and maintain dashboards in Tableau / Power BI / Looker covering funnel conversion,

approval rates, decline reasons, disbursal trends, portfolio quality, and unit economics by channel/product/geo.

• Build the co-lending reconciliation and reporting layer — partner-wise originations, 80:20 splits, FLDG utilisation, PSL tagging.
• Translate ad-hoc business questions (“why did approval rates drop in Tamil Nadu last week?”) into clean, reproducible analyses.

Cross-functional

• Work closely with product, growth, and engineering on policy deployment, A/B tests on credit

rules, and instrumentation of the underwriting funnel.• Support fundraising diligence, rating agency interactions, and bank partner reviews with portfolio

cuts and commentary.

What we are looking for

Must-haves

• 3–5 years of experience in credit risk, portfolio analytics, or BI within a bank, NBFC, fintech

lender, credit bureau, or consulting (risk practice).

• Bachelor’s / Master’s from a top-tier institution — IIT, NIT, BITS, IIM, ISI, DSE, IISc, or equivalent.

Engineering, Economics, Statistics, or Mathematics backgrounds preferred.

• Strong SQL (you can write window functions and CTEs without Googling) and working

proficiency in Python (pandas, scikit-learn) or R.

• Hands-on experience with at least one BI tool — Tableau, Power BI, Looker, Metabase.

• Demonstrable exposure to Indian SMB credit data: commercial bureau pulls, bank statement

analyzers, GST returns, ITRs, AA data.

• Comfort with the unit economics of lending — yield, NIM, credit cost, opex ratio, ROA, ROE —

and the levers that move them.

Strongly preferred

• Direct experience writing or operating credit policy at a digital NBFC, fintech, or bank’s digital

lending vertical.

• Familiarity with RBI’s Digital Lending Guidelines, the Co-Lending Model framework, and the DLG/ FLDG regime.

• Exposure to scorecard development (logistic regression, gradient-boosted trees) and standard

validation techniques (KS, Gini, PSI, CSI).

• Experience working with co-lending partners or building partner-facing MIS.

You’ll do well here if you

• Are equally happy debugging a SQL query, debating a cut-off in a credit committee, and

explaining a portfolio cut to a banking partner.

• Default to first principles when looking at data and don’t take last quarter’s dashboard at face

value.

• Write clearly. Risk decisions get made on the strength of your memos as much as your models.

What we offer

• Competitive cash compensation benchmarked to top-quartile fintech, plus meaningful ESOPs.

• A seat at the table on real credit decisions from week one — no warm-up rotations.

• Direct exposure to the CRO, CEO, board, and our bank partners.