Tuyển dụng Credit Modelling Manager tại Hồ Chí Minh

Job Summary

The key role is to lead the development, validation, implementation, monitoring, and continuous enhancement of credit risk models and data-driven decision strategies across the customer credit lifecycle for all retail lending products.

The job holder is responsible for leading the development and ongoing monitoring of production-ready Application, Behavioral, Collection, and other relevant credit risk models using internal, credit bureau, and alternative data. The role also leads the assessment and validation of external credit scores provided by partners and translates model outputs and portfolio insights into recommendations on credit policy and decision strategies, in line with business objectives and the company’s risk appetite.

Key Roles & Responsibilities

1. Lead the development and maintenance, and continuous enhancement of credit risk models including Application, Behavioral models...

2. Lead the development and optimization of model features using internal, bureau, and alternative data.

3. Establish and oversee model governance, validation, monitoring, and documentation frameworks.

4. Translate model outputs into credit decision strategies, including cut-offs, limits, and policy optimization.

5. Lead model implementation in collaboration with Credit Policy, Business, IT… to deploy models into production.

6. Establish modelling standards, reusable datasets, and feature libraries.

7. Lead modelling projects independently and build the Credit Risk Modelling capability.

8. Lead the projects with vendors on assessment and validation of alternative/bureau scores as well as recommend business applications, cut-offs, decision strategy, and monitoring.

9. Manage assigned projects, provide technical leadership and coaching to subordinates, and ensure the quality and timely delivery of modelling outputs and recommendations.

Yêu cầu công việc

- Bachelor's degree in Statistics, Mathematics, Computer Science, Data Science, Finance, or a related quantitative field.

- 8+ years of experience in credit risk modelling, including leadership experience.

- Proven expertise in developing and monitoring production-ready credit scorecards.

- Practical leadership experience in managing modelling projects both internally and with external vendors.

- Experience in translating model outputs and portfolio insights into actionable credit policy, decision strategy recommendations.

- Strong knowledge of Credit scorecard development (Application, Behavioral, Collection).

- Strong knowledge of statistical modelling and machine-learning methodologies includes Logistic Regression, XGBoost, LightGBM…

- Advanced proficiency in Python, SQL (SAS is an advantage).

- Strong knowledge of Model validation and monitoring methodologies, including Gini, AUC, KS, PSI, calibration.

- Strong knowledge of consumer lending, credit bureau data, and credit policy.

- Familiarity with applicable regulations and model governance requirements.

- Credit risk modelling expertise.

- Statistical and analytical thinking.

- Independent problem-solving and decision-making.

- Strategic thinking and business acumen.

- Stakeholder management and communication.

- Partner and vendor management

- Stakeholder influencing and senior-management communication

- Leadership and capability building.

- Project management and execution.

- Model governance and continuous improvement.

- Fluent both spoken and written English.

- High ownership and accountability.

- Self-motivated, proactive and results oriented.

- Strong learning agility and adaptability.

- Professional and collaborative.

Quyền lợi

• Thưởng: Attractive KPI Bonus (monthly or yearly) and 13th month salary
• Chăm sóc sức khoẻ: Premium personal healthcare insurance for all employees and spouse and/or children
• Nghỉ phép có lương: 14 – 20 days annual leave, 3 days of sick leave with pay