Tuyển dụng Credit Modelling Supervisor tại Hồ Chí Minh

Job Summary

The key role is to develop, implement, monitor, and continuously enhance credit risk models and data-driven decision strategies across the customer credit lifecycle for retail lending products.

The job holder is responsible for performing model development including Application, Behavioral, Collection, and other relevant credit risk models using internal, credit bureau, and alternative data. The role also supports the assessment of external scores provided by partners, translates model outputs and portfolio insights into credit policy and decision strategy recommendation, in line with business objectives and the company’s risk appetite.

Key Roles & Responsibilities

1. Develop, validate, and maintain credit risk models, including Application, Behavioral models...

2. Prepare modelling datasets and develop model features using internal, bureau, and alternative data.

3. Analyze model outputs and portfolio performance, prepare recommendations on credit policy and decision strategy, including cut-offs, limits, and policy optimization.

4. Collaborate with Credit Policy, Business, IT… to deploy models into production.

5. Develop and maintain reusable datasets, feature libraries in accordance with established standards

6. Perform assessment and validation of alternative/bureau scores provided by vendors as well as recommend business applications, cut-offs, decision strategy.

7. Monitor model and external-score performance, identify data or performance issues, and recommend appropriate corrective actions.

Yêu cầu công việc

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

- 3-5 years of experience in credit risk modelling within banking, consumer finance, fintech.

- Proven experience in developing, validating, implementing, or monitoring credit scorecards.

- Practical experience in performing assessment, back-testing, or validation of external credit scores, bureau scores, alternative-data scores

- Experience in conducting cut-off simulations and recommendations on credit policy and decision strategy.

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

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

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

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

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

- Be familiar with local regulations, legal requirements in banking, consumer finance industry.

- Credit risk modelling development and validation.

- Statistical and analytical thinking.

- Problem-solving and decision-making.

- Good communication skills.

- 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