Benefits

Job Description

Develop models to critically evaluate the risky level, expected loss rate and repayment behavior of current portfolios
Build up technical procedure to develop models, methodology for validation and evaluation models
Periodically conduct analysis and monitor impact of models on quality of retail portfolio.
Manage model inventory, including current-in-use, newly built and not-in-use models
Propose strategies and action based on advanced analytics which reduce NPL level and have proposal presented in Risk Management &
Settlement Committee.
Supervise UAT process after model deployment on systems
Develop tools and communicate with model users to explain technical aspects of models in business language
Participate on the core projects to ensure the proper processes are implemented.
Other tasks assigned by Head of Risk Modeling Department.

University degree in computer science, mathematics, statistics or its equivalent.
At least 3 years’ experience in data analysis and modeling, Consumer Finance or Retail Banking is preferred. Solid
experience with scoring is required.
Solid knowledge in Credit Risk and Risk Management
Ability to use statistics software R/Python/SAS..
Proficient in using SQL Oracle.
Experience in scoring modeling, strategy and implementation.
Proficient in using Excel to conduct analysis.
Know how to estimate loss rate, PD, Recovery.