Specialist / Senior Specialist Retail Adaptive Risk Model and Analytics

Job Description

• 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 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)