RISK MODELING SENIOR EXECUTIVE
TP. Hồ Chí Minh
Hạn nộp hồ sơ:
31/10/2026
Về công việc
Trách nhiệm chính
- Lead the development, backtesting, and optimization of full-cycle credit scoring models, including A-Score (Application), B-Score (Behavior), C-Score (Collection), D-Score (Drop-off), F-Score (Fraud), IFRS9 ECL model, and others.
- Implement Machine Learning algorithms (XGBoost, LightGBM, CatBoost, Neural Networks) to enhance model performance (Gini/AUC) and drive the "Automation" initiative for instant credit decisions.
- Research and deploy Agentic AI architectures to automate complex risk reasoning tasks, enabling autonomous AI agents to interact with multiple data sources and internal systems for real-time risk assessment and decision support.
- Oversee the entire modeling lifecycle from data gathering, feature engineering, and cleansing to technical documentation, validation, and regulatory compliance.
- Act as the primary technical liaison for external fintech partners (NICE, Trusting Social, Viettel, VNPT) and internal departments (IT, Data, Policy) to integrate models into live operation flows.
- Continuously monitor model stability and portfolio quality using SQL/Python, providing high-level analytical reports and strategic recommendations to the Board of Directors (BOD) and Risk Management Committee (RMC).
- Supervise and quality-control the output of Modeling Executives, providing guidance on technical execution and career development.
- Coordinate with DIC in AI integration strategies, automation projects of the Company.
- Perform other tasks assigned by the line manager.
Yêu cầu
- Bachelor or Master’s degree in Finance, Banking, Economics, Data Science, Data Analytics, MIS, or related fields.
- At least 3 years of experience in Credit Risk Modeling or Data Analytics in the banking/consumer finance industry.
- Proficient in Python and its libraries (Scikit-learn, etc.) for building advanced predictive models.
- Deep understanding of Machine Learning frameworks.
- Expert knowledge of SQL/Oracle for complex data extraction.
- Experience with visualization tools (PowerBI/Tableau) and automation (VBA) is a plus.
- Deep understanding of the Digital Customer Journey, digital financial products, and Alternative Data.
- Understanding of SBV Circulars (Circular 39, 18, 14, 27), Basel II/III pillars, and Vietnam's consumer finance landscape is a plus.
- Excellent leadership and communication skills; ability to translate complex technical concepts into simplified strategic insights for senior management.
Mức lương
- Lương thỏa thuận
Thông tin khác
- Nơi làm việc: Quận 1, Hồ Chí Minh
- Số lượng tuyển: 1
- Hạn chót nhận hồ sơ: 31/10/2026
- Người Liên Hệ: Ms. Huong