Risk Modeling Senior Executive

As a Senior Credit Risk Modeling Specialist, you will design, implement, and optimize our credit scoring ecosystem. By bridging advanced data science with strategic risk management, you will oversee the development of AI/ML credit scoring models that power automated decision-making. Your role is critical in ensuring our models meet rigorous statistical standards and maintain highly efficient and stable operations.
Key responsibilities include:
1. Advanced Scoring Ecosystem: Lead the development, backtesting, and optimization of full-cycle credit scoring models, including A-Score (Application), B-Score (Behavior), C-Score (Collection), D-Score (Drop-off), F-Score (Fraud), IFRS9 ECL model, ...
2. AI/ML Innovation: Implement Machine Learning algorithms (XGBoost, LightGBM, CatBoost, Neural Networks) to enhance model performance (Gini/AUC) and drive the "Automation" initiative for instant credit decisions.
3. End-to-End Model Governance: Oversee the entire modeling lifecycle from data gathering, feature engineering, and cleansing to technical documentation, validation, and regulatory compliance.
4. Strategic Collaboration: Act as the primary technical liaison for external fintech partners (NICE, Trusting Social, Viettel, VNPT) and internal departments (IT, Data, Policy) to integrate models into live operation flows.
5. Performance Monitoring & Reporting: Continuously monitor model stability and portfolio quality using SQL/Python. Provide high-level analytical reports and strategic recommendations to the Board of Directors (BOD) and Risk Management Committee (RMC).
6. Team Mentorship: Supervise and quality-control the output of Modeling Executives, providing guidance on technical execution and career development.
7. Coordinate with DIC in AI integration strategies, automation projects of the Company.
8. Other tasks assigned by line manager.