Risk Analytics Officer

• Capability to develop a credit scorecard/ credit default model based on statistical modeling and machine learning methods
• Monitor and validate performance of credit scorecards to ensure its stability and re-develop models if needed
• Responsibility for data query and manipulation by using Oracle PL/SQL to develop and test DWH/ Risk Data Mart
• Take a good concentration in finding out good factors/ variables in terms of predictive power of customer’s loan repayment behaviors for scorecards and credit models
• Excellent using Excel spreadsheet, pivot table and VBA to create ad-hoc and portfolio management reports
• Collaborate with other departments such as credit analysis, collection, sales, IT to get requirements and execute implementation for analytical models and reports
• Fully responsible, proactively execute for assigned tasks. Ability of executing tasks and projects with agile and creative way is desired
• Other tasks assigned by Head of Risk Management

• Bachelor Degree or above in Economics, Financial Mathematics, Quantitative Finance, Computer Science (Machine Learning), Data Science, Mathematics, Statistics or other quantitative related fields
• 2-3 years progressive experience in credit risk analytics, credit risk modeling, credit scorecard development, data analytics in Financial Services sector (banking, consumer finance, auto finance, fintech, …). Candidate with strong data analytics experience and skills in other industries such as e-commerce, digital marketing, … can be considered if having appropriate mindset and skill
• Good understanding statistical methods and models such as Logistic Regression, Decision Tree, k-mean clustering, hypothesis testing (Wald and Chi-squared test, p-value), parametric estimation (OLS, MLE), central limit theorem, …. Understanding Machine Learning methods is a plus
• Have good experience on DWH/ Data Mart/ Database practices, strong coding/ programing skills for data analytics in SQL or SAS. Ability of coding for data analytics in Python (pandas, numpy, scipy, scikit-learn)/ R is a big plus
• Working with People
• Good presentation skill
• Good written and spoken English

- Bảo hiểm sức khỏe (Ngoại trú và nội trú); company trip, year end party, children party,...
- 15 ngày phép/năm; Tập thể dục (yoga; gym,...) và nhiều chương trình phúc lợi khác
- Đào tạo, Chính sách đi công tác; trang thiết bị làm việc hiện đại/phù hợp theo yêu cầu công việc,...

Hồ sơ theo yêu cầu của nhà tuyển dụng khi liên hệ trực tiếp