[HN/HCM] Ngân Hàng Quân Đội MB Bank Tuyển Dụng Risk Modelling Expert Full-time 2022

Job Description
Participate in projects to develop credit risk models: A, B Score, Telco model, Income model and other credit models (PD, LGD, EAD)
Compile and analyse data to support business and management in decisions related to credit risk.
Design of strategies or business rules and applying model result into business: cut-off, risk based pricing, cross-sale, up-sale, early warning, etc.
Develop Scoring system, Retail Loan Origination System (LOS and Scoring system)
Develop frequency & ad-hoc reports to continuously evaluate and visualize the performance of our models and credit risks in general.
Kick-start a career in credit risk modelling & frameworks and surrounding credit processes.
Requirement
Bachelor Degree from a quantitative field (e.g. Engineering, Statistics, Mathematics, Sciences, Finance, Business/Economics, Information Technology)
Knowledge of statistical and mathematical modelling techniques, machine learning, optimization or related fields
Minimum 01 year experience in a statistical and/or data science role, working with large data sets, simulation/ optimization and distributed computing tools
Experience with developing credit modelling: credit scoring system (A, B, C-Score model) and PD, LGD, EAD
Programming skills (VBA, SQL, R, Python, SPSS or any equivalent programs)
Strong analytical skills with ability to deliver insightful ideas, excited to draw findings from figures
Strong and highly motivated leader, with positive mindset & attitude
Proficiency in English, Vietnamese both written and spoken
CFA, FRM is a plus
>>APPLY HERE