Credit Risk Modeling Executive

Responsibilities:

• Actively cooperate with providers to develop, test, validate, and monitor the Credit Scoring Models, including application, behavior, collection scoring, etc.
• Work on the end-to-end model development cycle, from data gathering and cleansing to documentation.
• Continuously analyze the effectiveness of models to optimize the application of all scoring systems, enhancing credit portfolio quality and maintaining a healthy and sustainable portfolio.
• Communicate with technical personnel to define and specify key data requirements that support modeling approaches, including evaluating data quality.
• Build other models related to the entire consumer credit life cycle, including underwriting, cross-selling, top-up, debt sale, etc.
• Perform other responsibilities as required.

Education Level and Certification:

• Bachelor’s degree or higher in Economics, Finance, Banking, IT (Computer Science, Data Science, etc.).
• Strong knowledge of building and working with relational databases (SQL, SAS, Oracle, etc.).
• Proficient in the use of visualization tools.

Experience:

• A minimum of 2 years of experience in a related role.
• Experience with risk management practices within the Vietnam banking/consumer finance industry, and familiarity with credit risk exposure calculation methodologies and tools would be desirable but not essential.

Individual Characteristics:

• Excellent problem-solving and quantitative skills.
• Ability to write and think clearly and to simplify complex concepts.
• Highly self-motivated.
• Strong team player.