Credit Risk Modeling Manager

Phúc lợi
Laptop
Chế độ bảo hiểm
Du Lịch
Phụ cấp
Du lịch nước ngoài
Chế độ thưởng
Chăm sóc sức khỏe
Đào tạo
Tăng lương
Công tác phí
Nghỉ phép năm
Mô tả Công việc
Cooperate actively with model providers to develop, implement, test and validate the Credit Scoring Models, include Application Scoring System, Behavior Scoring System, Collection Scoring System, Propensity Scoring System...
Apply the results of all Credit Scoring Systems to all matter of the business, if possible, to the entire consumer credit life cycle, including underwritng, x-sales and topup, debt collections, etc.
Continuously analyze the effectiveness of models to optimize the application of all of the scoring systems to enhance credit portfolio quality and keep portfolio heathy and sustainable.
Responsible for developing regulations, processes, policies, guidelines related to the development/implementation/review of risk measurement models
Perform quality control of input data of the model; Building and upgrading databases, tools and systems for credit risk measurement
Participating in building database infrastructure for risk management for personal credit portfolio.
Advise BOD in risk prevention based on the analysis of the effectiveness of the models and propose the application/adjustment/improvement of the risk measurement models (if necessary).
Training teammember.
Perform other tasks as required by Head of Risk.
Yêu Cầu Công Việc
Qualification & Experience
University Degree of Banking, Finance, Statistics, Mathemmatics, or related area. Master degree is perferable.
Min 5 years of experience of risk management practices within the Vietnam banking / consumer finance industry and familiarity with credit risk exposure calculation methodologies & tools would be desirable but not essential.
5+ years of Quantitative Analytics experience in the Financial Services industry or banking, fintech.
3+ years of Credit Risk model development experience
Experience working with Machine Learning, data science background techniques and building Models
Knowledge & Skills
Good knowledge and experience in business statistics, preferaly, consumer finance industry.
Experience in Data Profiling and Data Cleansing.
Working knowledge of ETL technologies and associated implementation methodologies.
Proficient in use of Excel and good knowledge about statistics programs (Python, SAS , Answer Tree, R Statistics,).
Strong SQL skills to support analysis of data.
Excellent interpersonal skills in dealing with key stakeholders.
A track record of delivering to aggressive deadlines.
Highly self-motivated.
Enthusiastic in detail of data and numbers
Fluent in English, both verbal and written
Experience in Data Profiling and Data Cleansing --> Experience in Data Profiling and Data Cleansing, Exploratory, Inferential Statistics, Modelling & Prediction.
Thông tin khác
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