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, ...
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.
AI Agentic Frameworks: Research and deploy Agentic AI architectures to automate complex risk reasoning tasks, enabling autonomous AI agents to interact with multiple data sources and internal systems for real-time risk assessment and decision support.
End-to-End Model Governance: Oversee the entire modeling lifecycle from data gathering, feature engineering, and cleansing to technical documentation, validation, and regulatory compliance.
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.
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).
Team Mentorship: Supervise and quality-control the output of Modeling Executives, providing guidance on technical execution and career development.
Coordinate with DIC in AI integration strategies, automation projects of the Company.
Other tasks assigned by the line manager.
Yêu cầu công việc
JOB REQUIREMENT:
Education: Bachelor or Master's degree in Finance, Banking, Economics, Data Science, Data Analytics, MIS, or related fields
Experience: At least 4-5 years of experience in Credit Risk Modeling or Data Analytics in the banking/consumer finance industry, with at least 1-2 years in a supervisory or team lead role.
AI/ML Mastery (Mandatory): Proficient in Python and its libraries (Scikit-learn, etc.) for building advanced predictive models. Deep understanding of Machine Learning frameworks.
Technical Skills (Mandatory): Expert knowledge of SQL/Oracle for complex data extraction. Experience with visualization tools (PowerBI/Tableau) and automation (VBA) is a plus.
Digital Mindset: Deep understanding of the Digital Customer Journey, digital financial products, and Alternative Data.
Regulatory & Risk Knowledge: understanding of SBV Circulars (Circular 39, 18, 14, 27), Basel II/III pillars, and Vietnam's consumer finance landscape is a plus.
Soft Skills: Excellent leadership and communication skills; ability to translate complex technical concepts into simplified strategic insights for senior management.
Vị trí RISK MODELING SUPERVISOR do công ty Công Ty Tài Chính Mirae Asset VN tuyển dụng tại , Joboko tự động tổng hợp mức lương thỏa thuận, tìm thêm việc làm về RISK MODELING SUPERVISOR hoặc công ty Công Ty Tài Chính Mirae Asset VN ở các link phía trên