OBJECTIVES

• Manage, control and operate credit risk models to mitigate credit losses of retail portfolio

COMMUNICATION

• Internal: Product definition/ innovations/ new channels and partners including LG process. Support to develope and enhance infrastructure, reporting and DWH. Sales process support to ensure portfolio mix.
• External: To enhance credit risk management process in order to meet company business objectives (credit loss and profitability) with consulting partners, investors, government organizations, audit, Telco partners, external data providers.

KEY RESPONSIBILITIES

• Manage the score models development (application, behavioral, collection, etc.) which are used in loan origination process as well as credit risk assessment
• Monitor and validate score models to ensure stability and performance quality
• Provide advice on decisions of Scoring Strategy, to improve retail portfolio quality
• Provide advice on strategy of using multiple credit risk management tools to support new product approval process and pilots of new customer segments.
• Participate in development and support of risk appetite statement of the company
• Monitor the implementation and integration of model on systems, ensuring accuracy of calculation used for credit approval decision
• Participate in the core company projects to ensure proper processes are in place and data for analysis is available
• Support IFRS provision calculation, including managing data used for calculation and implementing required changes
• Staff recruitment, motivation and development, daily management to ensure that all positions are adequately covered to deliver desired result and ensure meeting business objectives
• Other tasks assigned by Risk Management Division Director, CEO

REQUIREMENTS

• Education: University degree in quantitative major, including Statistic, Mathematics, Finance, Economics or its equivalent
• Experience: At least 08 years working experience including 03 years’ experience in management position in risk management area. Experience in scorecard modelling, strategy and implementation. Knowledge of statistical model development and support, experience in models’ utilization in banks/fincos. Understanding of banking/ fincos risk policies & procedures. Knowledge of credit loss provisioning under IFRS9 requirements. Solid knowledge in Credit Risk and Risk Management.
• Skills: Ability to conduct statistical analysis and modelling, Ability to use statistics software R/ Python/ SAS, etc., Proficient in using Oracle SQL, Good organizational, communication, coaching skill, Leadership and problem solving, Fluent in English.