Senior Model Development And Big Data Executive

OBJECTIVES:

• Ensures the quality of in-scope credit risk models and related credit risk analysis

KEY RESPONSIBILITIES:

• Monitor the automation of the credit assessment platform and design scorecard assessment procedures for new products.

• Work with Big Data projects and Credit Bureau companies to evaluate, analyze, and implement solutions that enhance the effectiveness of information used for credit assessment.

• Collaborate with the Credit Score Models Validation Management team to perform regular validations, ensuring objectiveness in evaluating the performance of credit scoring models.

• Develop, finetune, and optimize calculation functions used in credit scoring models.

• Participate in core projects to ensure proper processes are implemented.

• Execute additional backend score calculation tasks when required.

• Develop and support scorecard monitoring reports, and regularly validate score models to ensure they operate effectively.

• Other tasks assigned by the Risk Modeling and Big Data Manager.

EDUCATION:

University degree in MIS ; Computer Science ; Maths & IT ; Data Science ; Toán Thống Kê ; Quantitative Finance ; Statistics

EXPERIENCE:

At least 02 years of experiences in data analysis and modeling, Consumer Finance or Retail Banking is preferred.

Solid experience with scoring is required.

SKILLS:

• Solid knowledge in Credit Risk and Risk Management

• Ability to conduct statistical analysis and modeling

• Ability to use statistical software such as R/ Python/ SAS…

• Proficient in using SQL/ Oracle

• Experience in scoring model development, strategy, and implementation

• Proficient in using Excel for analytical tasks

• Knowledge of estimating loss rates, PD, and Recovery rates

• Good organizational, communication, present skill

• Fluent in English