Credit Modelling Manager

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Job Summary The key role is to lead the development, validation, implementation, monitoring, and continuous enhancement of credit risk models and data-driven decision strategies across the customer credit lifecycle for all retail lending products. The job holder is responsible for leading the development and ongoing monitoring of production-ready Application, Behavioral, Collection, and other relevant credit risk models using internal, credit bureau, and alternative data. The role also leads the assessment and validation of external credit scores provided by partners and translates model outputs and portfolio insights into recommendations on credit policy and decision strategies, in line with business objectives and the company’s risk appetite. Key Roles & Responsibilities 1. Lead the development and maintenance, and continuous enhancement of credit risk models including Application, Behavioral models... 2. Lead the development and optimization of model features using internal, bureau, and alternative data. 3. Establish and oversee model governance, validation, monitoring, and documentation frameworks. 4. Translate model outputs into credit decision strategies, including cut-offs, limits, and policy optimization. 5. Lead model implementation in collaboration with Credit Policy, Business, IT… to deploy models into production. 6. Establish modelling standards, reusable datasets, and feature libraries. 7. Lead modelling projects independently and build the Credit Risk Modelling capability. 8. Lead the projects with vendors on assessment and validation of alternative/bureau scores as well as recommend business applications, cut-offs, decision strategy, and monitoring. 9. Manage assigned projects, provide technical leadership and coaching to subordinates, and ensure the quality and timely delivery of modelling outputs and recommendations. • Cấp bậc: • Loại công việc: