DFS - Senior Risk Modeler

Vinid - Vingroup

Địa điểm làm việc: Hà Nội

Hết hạn: 18/09/2021

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SCOPE OF WORK

Lead and manage the performance of credit score model development project with Data Scientist team, sync up with Data engineering team to perform analysis and maintain the risk part of DWH during the development and calibration of the model
To lead and manage the credit score backtesting with vendors/ partners
Mainly in charge of connecting, discussing, and executing with alternative data vendors to build and enrich the features for credit score modeling
Prepare business strategy, planning, and budget forecasting for the credit score model development
Deploy, maintain and optimize credit scoring for FS projects, periodically validating and improving the predictive level of model
Performing the supervision and double-checking all the processes of model development from the Data scientist team, recommend the optimization plan and algorithms
Build up the product requirements for the credit scoring hub
Coordinate with software engineering in the development, monitoring, tracking, and optimization of credit scoring hub
Coordinate with Risk management Product owner to support the team in implementing credit risk strategy and scoring models within Risk Decision Engine
Provide input to Portfolio Quality Review and Credit policy strategy meetings
Perform the mode validation with each pattern, in order to propose the optimization plan
Participate in other relevant projects assigned by Line Manager

REQUIREMENTS

Min. 2 years of experience in credit scoring modeling
Min 2 years of experience in leading a team of data scientists
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
Strong knowledge about big data (external validation data)
Strong knowledge of how to build and work with relational databases (SQL, SAS, Oracle, etc.)
Proficient in using SAS, Answer Tree, R Statistics, Python
Proficient in using SAS, Answer Tree, R Statistics, Python
Excellent interpersonal skills in dealing with key stakeholders
Excellent problem solving and quantitative skill
A track record of delivering to aggressive deadlines
An ability to write and think clearly and to reduce complex concepts to their simplest form
Highly self-motivated
High attention to detail.
Fluent in English.

BENEFIT PACKAGE

Salary & Allowances

Competitive income with 100% salary on probation, lunch allowance, 13 fixed months salary, 2.29 months performance bonus and gift on special occasion.
Performance review: twice a year
Annual leave: 15 - 20 days/year and other leaves/public holidays in accordance with the Labor Law of Vietnam
Good Insurance added Bao Viet premium healthcare insurance
Be provided with a high-performance laptop and screen

Working Environment

Modern and flexible Agile Office fully equipped with gaming, yoga, gym, lunch area, personal locker, open space... No dress code, just shine your way.
Learning culture, initiatives, and proactive attitude are strongly encouraged at One Mount
Team building, company trip, and internal events each month