CREDIT RISK ANALYTICS SUPERVISOR
Department: Credit and Risk
Report to: Credit Policy & Analytics Manager
Working Location: Based in HCM city - Vietnam
No. of subordinates: N/A
This job holder is responsible for producing the analytic packs, important reports, having regular review with Policy team on the most updated policy to review the impact of new policy by providing analytics report and supporting Team on new projects assigned. The job holder also has abilities of credit risk scorecard development and monitoring as well as creating scorecard management reports, strong in statistical modeling and segmentation. The position also has ability of creating new proposals for credit analytics.
- Ad-hoc analysis and reporting Risk MIS reports.
- Develop, validate, implement and apply quantitative models. Execute the model risk management program and associated activities with relevant business unit and model owners
- Analyze data for trends, issues, inaccuracies, and inconsistencies; report findings and execute management decision as appropriate
- Regularly conducting portfolio review with credit policy & product team, credit operation units to address the trends, issues & inconsistencies, propose action plans, and through recommending amendments to portfolio pricing or credit limits based on critical analysis of the data
- Applying various statistical techniques (segmentation, pattern, decision tree, regression…) in data mining to propose credit policy changes.
- Setting up scorecard rules in system by cooperating with IT team to integrate scoring logic in core banking system. Periodically monitoring credit risk scorecard models to ensure accuracy, compatibility with business requirements
- System and database enhancement by addressing issues and executing UAT
1. Qualification: University degree in MIS/Information System, Data Science, Business Analytics, IT & Computer Science, Mathematics, Statistics, Econometrics, Economics or related fields
2. Experience: Minimum of 4 years experience in Risk analytics, Data analytics, Credit scoring analysis or Database programming in banking or consumer finance industry with practical usage of analytical, database programming tools (SAS, Oracle, SQL or other database management systems)
- Exposure to credit and risk techniques, quantitative analysis, data programming, statistic models and strong at numerical skills
- Knowledgeable of model risk management and associated regulatory requirements
- Strong at analytic skills, experience users of SAS, Oracle, MSSQL, MySQL, R, SPSS…
- Experience in banking/consumer finance is required.
- Experience in visualize on various kind of visualization tools such as: Tablue, SAS Visualization...is plus.
- Numerical & analytical sense: ability to tackle a problem by using a logical, systematic, sequential approach
- Computer skills: advanced user of excel
- Good leadership and management skills (considerable tact, diplomacy and people skills)
- Good command of spoken and written English
How to apply
If interested, please send your CV to Recruitment team at firstname.lastname@example.org