Unit Head of Risk Modelling Operation

- Participate in the Implementation process of risk models on system, ensuring accuracy of calculation used for credit approval decision

- Periodically monitor and control the production stability of implemented models. Coordinate with IT to fix system issues related to model.

- Develop and maintain data mart using for credit risk models

- Conduct monthly scoring on Behavior-Score & Collection-Score, ensuring timely update following business requirements

- Conduct advanced analytics on using risk models for credit risk management activity

- Develop automation tools to improve the efficiency of monitoring models on the systems

- 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.

- Experience in scoring modeling, strategy and implementation.

- Proficient in using Excel to conduct analysis.

- Fluent in English.