Credit Modelling Supervisor

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- The key role is to develop, implement, monitor, and continuously enhance credit risk models and data-driven decision strategies across the customer credit lifecycle for retail lending products. - The job holder is responsible for performing model development including Application, Behavioral, Collection, and other relevant credit risk models using internal, credit bureau, and alternative data. The role also supports the assessment of external scores provided by partners, translates model outputs and portfolio insights into credit policy and decision strategy recommendation, in line with business objectives and the company’s risk appetite. Key Roles & Responsibilities 1. Develop, validate, and maintain credit risk models, including Application, Behavioral models... 2. Prepare modelling datasets and develop model features using internal, bureau, and alternative data. 3. Analyze model outputs and portfolio performance, prepare recommendations on credit policy and decision strategy, including cut-offs, limits, and policy optimization. 4. Collaborate with Credit Policy, Business, IT… to deploy models into production. 5. Develop and maintain reusable datasets, feature libraries in accordance with established standards. 6. Perform assessment and validation of alternative/bureau scores provided by vendors as well as recommend business applications, cut-offs, decision strategy. 7. Monitor model and external-score performance, identify data or performance issues, and recommend appropriate corrective actions. • Cấp bậc: • Loại công việc: