OBJECTIVES

• Ensures operational efficiency and calculational accuracy of credit risk models
• Responsible for preparing, transforming, and managing data to support credit risk modelling, monitoring, and analytics. The role focuses on building reliable datasets, ensuring data quality, and enabling efficient model development and performance tracking.

KEY RESPONSIBILITIES

• Extract, clean, and transform data from multiple sources (core systems, data warehouse, external data)
• Build modelling datasets (development, test, OOT) with consistent definitions and structures
• Define and calculate target variables (e.g., DEL30, FPD) aligned with business logic
• Generate key inputs for monitoring metrics (distribution, bad rate, PSI, etc.).
• Automate recurring data processes (dataset generation, monitoring reports)
• Optimize data queries and workflows for performance and scalability.
• Work with partners to evaluate and apply Big Data to internal credit assessment process of VPB FC
• Cooperate with consulting companies, government organizations, investors, audit to explain the practice and activities related to Risk Modeling in VPB FC
• Other tasks assigned by Unit Head of Risk Modeling Operations.

REQUIREMENTS

• Education: Bachelor or Master degree in computer science, mathematics, statistics or equivalent.
• Experience: At least 2-3 years' experience in data analysis and modeling, Consumer Finance or Retail Banking is preferred. Solid experience with scoring is required.
• Hands-on experience with deployment/monitoring of risk models in production systems.
• Ability to use statistics software R/Python/SAS...
• Proficient in using SQL Oracle.
• Experience in scoring modeling, strategy and implementation.
• Proficient in using Excel to conduct analysis.
• Fluent in English.