Attention-based encoder-decoder models have superseded conventional techniques due to their unmatched performance on many neural machine translation problems. Usually, the encoders and decoders are two recurrent neural networks where the decoder is directed to focus on relevant parts of the source language using attention mechanism. This data-driven approach leads to generic and scalable solutions with no reliance on manual hand-crafted features. To the best of our knowledge, none of the modern machine translation approaches has been applied to address the research problem of Urdu machine transliteration. Ours is the first attempt to apply the deep neural network-based encoder-decoder using attention mechanism to address the aforementioned problem using Roman-Urdu and Urdu parallel corpus. To this end, we present (i) the first ever Roman-Urdu to Urdu parallel corpus of 1.1 million sentences, (ii) three state of the art encoder-decoder models, and (iii) a detailed empirical analysis of these three models on the Roman-Urdu to Urdu parallel corpus. Overall, attention-based model gives state-of-the-art performance with the benchmark of 70 BLEU score. Our qualitative experimental evaluation shows that our models generate coherent transliterations which are grammatically and logically correct.