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AVP/VP, Credit Risk Data Scientist, Credit Risk Modelling
Salary undisclosed
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- Develop, implement, and maintain machine learning credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group.
- Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.
- Develop and maintain user requirements, parameters and configurations of systems housing the models.
- Develop in-depth expertise in credit risk modelling methodologies.
- Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
- Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.
- Degree in a Quantitative discipline, such as Data Science, Statistics, Mathematics or Computer Science.
- At least 5-7 years of relevant experience in a related area.
- Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.
- Proficiency in common machine learning tools and frameworks (Scikit-Learn / Tensorflow / PyTorch).
- Experience with big data technologies such as Hadoop, Hive and Spark.
- Knowledge in ML-Ops tools and Git.
- Analytical and independent thinker with strong written and verbal communication skills.
- Ability to interact and communicate effectively with senior management.
- Willing to take on new challenges and work in a fast-paced environment.
- Develop, implement, and maintain machine learning credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group.
- Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.
- Develop and maintain user requirements, parameters and configurations of systems housing the models.
- Develop in-depth expertise in credit risk modelling methodologies.
- Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
- Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.
- Degree in a Quantitative discipline, such as Data Science, Statistics, Mathematics or Computer Science.
- At least 5-7 years of relevant experience in a related area.
- Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.
- Proficiency in common machine learning tools and frameworks (Scikit-Learn / Tensorflow / PyTorch).
- Experience with big data technologies such as Hadoop, Hive and Spark.
- Knowledge in ML-Ops tools and Git.
- Analytical and independent thinker with strong written and verbal communication skills.
- Ability to interact and communicate effectively with senior management.
- Willing to take on new challenges and work in a fast-paced environment.