- Develop and implement robust credit risk models (acquisition scorecards, behavioral scorecards, collection scorecards) for consumer loan product to support business.
- Explore alternative data to enhance the scorecard model performance on top of traditional credit data.
- Setting up parameters in building the credit risk models and requirements on the extensive data collection from various source systems.
- Continuously monitor, improve, and validate the models’ performance and research on the latest modeling methodology and best industry practices, while meeting all regulatory requirements.
- Develop and maintain enterprise risk management models e.g. Basel, IFRS 9, PD, LGD, EAD models, stress testing, and macro economic models.
- Conduct benchmarking/industry research to review regulatory requirement changes on RWA policies for managing better credit risk.
- Able to keep identifying the credit/business issues to find solution or quality improvements using scoring or modeling or analytics tool.
- At least a Bachelor’s or Master Degree from top local or overseas universities with excellent GPA in Math, Statistic, Computer Science, Risk Management or Engineering.
- Minimum 7++ years experience in financial service data modeling that have deployed, build, and maintained such models in production using data modeling tools. Certification is a plus.
- Experience and deep understanding of SQL, R, Python programming, Machine Learning models such as random forests, gradient-boosted trees, neural networks and or graph analytics.
- Mathematical, modeling, and reasoning skills to understand complex pricing models and deploy them accurately and use that to make actionable recommendations.
- Strong knowledge in retail or commercial loans of FI, credit risk and business process and experience in doing data profiling, mapping attributes, ETL, and data governance.
- Care about doing an excellent job and exceeding expectations with the quality of what you do in fast paced environment.
- Solid oral and written Indonesia and English communication skills and able to communicate every policies and analysis to varied users.
Moladin