Risk Modelling Expert/Data Science Expert

Participate to deploy credit models on system, ensuring accuracy of input features and model calculations.
Monitor and control the performance and stability of implemented models. Coordinate with IT to fix system issues related to model.
Refine development script of approval models in order to perform batch running.
Develop and validate different credit models including application models, behavior models, collection, antifraud and other models for auto- making decision.
Conduct advanced analytics related to models and various data sources to make business decisions.
Validate external models. Reevaluate models that downgrade performance, identify source causes and improve the model quality.
Create new features using for credit models and cooperate with datamart team to recreate these features in data mart.
Other tasks assigned by Unit Head of Risk Modeling Development

Experience with packages processing big data such as Spark, Pyspark or Polar is a plus .
Solid knowledge in building machine learning models such as logtistic regression, xgboost, lgbm,… for credit area.
Experience in scoring modeling, strategy and implementation.
Efficient Python and data science packages such as pandas, numpy, sklearn, scipy, statsmodels, xgboost, lgbm,…
Proficient in using SQL and optimize SQL query.
At least 2 years’ experience in building credit models.
Fluent in English.
University degree in computer science, mathematics, statistics, quantitative finance or its equivalent.

Chế độ bảo hiểm, Phụ cấp, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Nghỉ phép năm

Cập nhật gần nhất lúc: 2025-08-15 14:05:02