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Job Description

• Manage/ Clean/ Prepare internal and external data (structured/ semi-structured/ unstructured data) for model development/ deployment/ monitoring, including the production of data quality and integrity report
• Develop statistical/ expert/ hybrid models to be able to enhance the model when model deterioration is indicated using variety of data modeling techniques such as Logistic Regression/ Random Forest/ Gradient Boosting/ Non-Parametric Regression. Also, in case of using external consultants, be able to work closely with them across all model life cycle
• Generate prescriptive models to respond to interactive decision to optimize risks and rewards
• Deploy credit risk models into Databricks platform, collection system and credit decision engine and maintain any model adjustment
• Assist and work closely with related parties, e.g. business users, credit approval officers and relationship managers to ensure credit risk models are appropriate and efficient for business direction and support for new digital lending risk assessment and platform
• Ensure all credit risk models are qualified to be used through model life cycle. Regularly perform model monitoring, model assessment and propose proactive action/ recommendation to improve the model
• Assist and design for business opportunity to develop alternative credit score from partnership data
• Collaborate with IT and data engineer to ensure data availability and quality from various sources (both on-premise/ cloud) to develop an efficient model

Qualifications:

• Bachelor’s or higher degree in Finance, Statistics, Mathematics, Economics, MIS, Engineer, Data scientist or any related fields
• At least 1-2 year experiences credit risk analytics, credit risk modeling/ scoring in retail banking, consumer finance or any financial business
• Strong knowledge and skill in machine learning, credit scoring, data analytics using R/ Python/ PySpark, MATLAB, SPSS, SAS, SQL or similar required
• Analytical mindset with excellent critical thinking ability and data analytics skills
• Excellent computer skills and programming tools
• Good command in both written and spoken English
• Good project management skills
• Good team player with a positive attitude toward hard working and working under pressure
• Experienced in credit risk modeling, model monitoring/ validation/ deployment/ maintenance preferred
• Prior experience in Basel/ IFRS9, RAROC, Stress Test, Big Data, Data Mining, Digital leading, Fin-tech/ Start-up is a plus

We're committed to bringing passion and customer focus to the business.

If you like wild growth and working with happy, enthusiastic over-achievers, you'll enjoy your career with us.