Data Science Expert (Card Risk Management)

Get to the business: First 2 months

-Understand offline/online process in UW

-Master the product specifics and lifecycle of CC

-Get to know the logic of limit calculation for CC and CLX their dependencies

-Understand global (client) limit approach

-Understand systems/IT environment

-Get to know data structures connected to CC

Key Project : Credit cards

-Develop/Adjust/Maintain CCX strategies in offline blaze environment (IT exposure – change management)

-Set up CLIP/DECLIP processes

-Select clients (scorecard development) for CLIP process

-Set up batch queries to external parties for CLIP processes

-Optimize online UW (scorecard, optimization, cutoffs setting, verification strategies,…)

-Develop scorecard for evaluation of behavior on CC and combine with scorecards for closed end loans

-Revise the process for MMIL, cash2credit parameters to Cabus

-Set-up MMIL, Cash2credit parameters to control the risk on booked portfolio

Maintenance and development of UW strategies:

-Flawless analysis and implementation of complex underwriting workflows

-Statistical modelling, business impact simulations and data mining

-Optimization of UW process in terms of approval rate, risk, eligibility, limits and time to yes

Infrastructure development:

-Develop technical solution in Blaze, SQL packages and DWH structures to accommodate new business requirements

-Optimization of runtime of key process in UW and limit generation processes

-Implementation of Tableau, cloud/hadoop solutions

Language:

-Proficiency in English

-Ability to formulate, explain and discuss topics connected to business area

Experience:

-Strong SQL knowledge, Excel

-Experience with statistical software (Python, SAS, SPSS, Matlab, R, Statistica, …) , analysis  and modelling

-At least 4 years experience in risk management with 2 years in Credit Card business.

-Well understand and hand on experience with card areas include: card management system, credit limit management, UW, credit portfolio management, EPP, card products..

-University degree from quantitative discipline, preferably from  statistics, mathematics, economy