In this role, you will focus on developing, calibrating, and validating credit scoring models for retail lending products such as Application Scorecards, Behavior Scorecards, and Collection Scorecards. You will also play a key part in monitoring credit risk assessment tools, analyzing customer insights, and ensuring risk management strategies are aligned with the company's goals. Your work will directly influence decision-making in the areas of credit risk, pricing, and portfolio management.
Job Descriptions
Develop and calibrate Credit Scoring Model Development / Calibration (of Application Scorecard / Behavior Scorecard / Collection Scorecard) for Retail.
Being able to manage, clean, and prepare data for model development, including the production of data quality report with basic analyses of user requirements.
Capable of developing statistical/expert/hybrid model and performing back-testing (pre-approved validation)
Analyze Customer insight for increasing business growth within Risk Appetite
Coordinate with related parties to establish Early Warning Signals for product level, customer level, and portfolio level.
Tracking efficiency and performance of Retail Credit risk assessment tools
Credit Scoring, Pricing PD/LGD tools assurance
Providing Loss forecast and monitoring the use of PD vs. Observed Default Rate in order to Efficiently Manage the impacts on Provisions
Support and Co-ordinate with internal and external parties in order to process credit risk rating tools implementation/revision in system.
Qualifications
Bachelor or master's degree in quantitative economics, Statistics, Accounting, or MIS
Equipped with analytical mind and being able to raise relevant questions
Experienced in the development, monitoring, and validation of retail credit risk models
Good team player with a decent attitude toward hard working and working under pressure
Hand-on experience in statistic software, such as SAS, R, Mat lab, for data manipulation, statistical reports, and model development
Experienced in the implementation of models in the system is advantage
At least 3 year experiences in banking industry especially on retail credit risk (recommended)
