Head Of Risk Modelling Department

1. OBJECTIVES:

Manage, control and operate credit risk models to mitigate credit losses of retail portfolio

2. RESPONSIBILITIES:

• Manage the score models development (application, behavioural, collection, etc.) which are used in loan

origination process as well as credit risk assessment

• Monitor and validate score models to ensure stability and performance quality

• Provide advice on decisions of Scoring Strategy, to improve retail portfolio quality

• Provide advice on strategy of using multiple credit risk management tools to support new product approval

process and pilots of new customer segments.

• Participate in development and support of risk appetite statement of the company

• Monitor the implementation and integration of model on systems, ensuring accuracy of calculation used

for credit approval decision

• Participate in the core company projects to ensure proper processes are in place and data for analysis is

available

• Support IFRS provision calculation, including managing data used for calculation and implementing

required changes

• Staff recruitment, motivation and development, daily management to ensure that all positions are

adequately covered to deliver desired result and ensure meeting business objectives

• Other tasks assigned by Risk Management Division Director, CEO

• University degree in quantitative major, including Statistic, Mathematics, Finance, Economics or its equivalent

• At least 08 years working experience including 03 years’ experience in management position in risk management area

• Experience in scorecard modelling, strategy and implementation

• Knowledge of statistical model development and support, experience in models’ utilization in banks/fincos

• Understanding of banking/ fincos risk policies & procedures

• Knowledge of credit loss provisioning under IFRS9 requirements

• Solid knowledge in Credit Risk and Risk Management

• Ability to conduct statistical analysis and modelling

• Ability to use statistics software R/ Python/ SAS, etc.

• Proficient in using Oracle SQL

• Good organizational, communication, coaching skill

• Leadership and problem solving

• Fluent in English