Head Of Risk Modelling Department

1. OBJECTIVES:
Manage, control and operate credit risk models to mitigate credit losses of retail portfolio
2. RESPONSIBILITIES:
• Manage the score models development (application, behavioural, collection, etc.) which are used in loan
origination process as well as credit risk assessment
• Monitor and validate score models to ensure stability and performance quality
• Provide advice on decisions of Scoring Strategy, to improve retail portfolio quality
• Provide advice on strategy of using multiple credit risk management tools to support new product approval
process and pilots of new customer segments.
• Participate in development and support of risk appetite statement of the company
• Monitor the implementation and integration of model on systems, ensuring accuracy of calculation used
for credit approval decision
• Participate in the core company projects to ensure proper processes are in place and data for analysis is
available
• Support IFRS provision calculation, including managing data used for calculation and implementing
required changes
• Staff recruitment, motivation and development, daily management to ensure that all positions are
adequately covered to deliver desired result and ensure meeting business objectives
• Other tasks assigned by Risk Management Division Director, CEO