Boston Consulting Group·Data Scientist·Technical Phone Screen
Jun 2026
BCG data scientist interview with a deep end-to-end ML case on credit card default modeling. The whole thing was basically one long problem broken into six parts, and it got pretty technical pretty fast. Walked away feeling okay about most of it but the calibration math under sampling shift was genuinely stressful in the moment.
- How would you frame a 90-day credit card default prediction problem at the account-month level, including how you define the label, what features are available at scoring time, and how you set up a temporal train/validation split to avoid leakage? Name three leakage risks specific to credit cards.
- With only 2% default prevalence in production, which evaluation metrics would you choose and why? How do you pick an operating point that actually aligns with business goals?
- You downsample negatives so your training set has a 1:3 positive-to-negative ratio, giving a training prevalence of 25% versus the true 2%. If the model outputs a score of 0.60 for an account, derive the calibrated population probability using prior-probability correction and compute the numeric result.
- Outreach costs $2 per account, and a successful intervention on a defaulting account has a 30% chance of averting a $150 loss. Derive the breakeven probability threshold for contacting an account, and apply it to the calibrated probability from the previous part.
- Design a time-based cross-validation scheme and a backtest that checks model stability across different regions and macro environments. How would you monitor calibration and concept drift after deployment, and what would you do if the true default rate dropped from 2% to 1%?
- What fairness checks would you run on this model, and what operational guardrail would you add to prevent the model from over-throttling credit limits due to uncertainty? How can your sampling choices distort fairness metrics if left uncorrected?
“I started with the label definition and felt okay there (observation window, prediction horizon, what date counts as 'default').” The rest of the author's notes on Data Scientist interview at Boston Consulting Group, Technical Phone Screen round, covers how they worked through the question, what the panel pushed back on, and what they would do differently.
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