Job Description

If you are looking to excel and make a difference, take a closer look at us This position has the full responsibility for the teams covering end to end development of Credit Risk Models covering all unsecured and secured lending products across th If you are looking to excel and make a difference, take a closer look at us This position has the full responsibility for the teams covering end to end development of Credit Risk Models covering all unsecured and secured lending products across the different markets. We are seeking motivated and skilled professional with strong business acumen with hands on approach to complete assigned tasks within tight deadlines. The candidate must be a team player and result oriented, poses excellent communication and presentation skills, and able to work under tight timeline. Key Responsibilities: Full responsibility for the teams covering end to end development of Credit Risk Models covering all unsecured and secured lending products. Optimizing the risk/return outcomes through creation of decision strategies and campaigns leveraging on predictive models Manage the data inputs and outputs of credit risk systems to facilitate the accurate implementation of credit risk models and strategy, and the effective monitoring of scoring/strategy. Ensure the effective interpretation of models, policy, and strategy within credit risk systems. Maintain proper governance of credit risk model in the credit scoring platform / engine. Provide assistance to Model Validation. Ensure timely preparation of monthly performance monitoring of credit scorecards to ensure their robustness. Driving the innovation cycle by working with business and risk to identify the next opportunity and develop advanced analytics solutions to push forward our thinking. Motivating and mentoring a team data scientist and modelers to grow their skills and careers. Provide thought leadership for machine learning and data science research. Requirements: PhD/Post Doc in any field with advanced quantitative focus or Master Degree with high distinction in modelling oriented discipline including but not limited to Statistics, Mathematics, Physics, Engineering, etc Experience in leading modelling and analytics teams within a global international information-based company or a corporate innovation research lab or consulting firm. Expertise in small business or consumer risk especially scoring and forecasting models, is particularly useful Demonstrated capability in turning \'blackbox\' algorithms into attributes and calculations appropriate for risk and pricing and translating analysis findings into solutions in a highly regulated environment Sound knowledge and application in the followings: Advance statistical methods including complex multivariate statistical methods, discrete choice modelling, conjoint based analysis Machine learning including Bayesian methods, neural networks, etc Excellent knowledge of data mining/predictive modelling Extensive experience meeting regulatory reporting requirements for model usage in banking or another regulated industry

Monster