Data Scientist (Lending)

• Develop and implement robust credit risk models (acquisition scorecards, behavioral scorecards, collection scorecards) for cash loan products to support business.
• Explore alternative data to enhance the scorecard model performance on top of traditional credit data.
• Continuously monitor, improve, and validate the models’ performance and research on the latest modeling methodology and best industry practices, while meeting all regulatory requirements.
• Develop and maintain enterprise risk management models e.g. Basel, IFRS 9, PD, LGD, EAD models, stress testing, and macro-economic models.
• Conduct benchmarking/industry research to review regulatory requirement changes on RWA policies for managing better credit risk.
• Able to keep identifying the credit/business issues to find solutions or quality improvements using scoring/modeling/analytics tools.

• At least a Bachelor’s/master’s degree with excellent GPA in Math, Statistic, Computer Science, Risk Management or Engineering.
• Min. 2+ years experience in financial service data modeling that have deployed, build, and maintained such models in production using data modeling tools. Certification is a plus.
• Experience of SQL, and Python programming (Phyton is mandatory), knowledge of Statistical/Machine learning algorithm such as Logistic Regression, and Gradient boost (XGBoost/CatBoost), KMeans.
• Mathematical, modeling, and reasoning skills to understand Credit Scoring/Propensity models and deploy them accurately and use that to make actionable recommendations.
• Knowledge in retail / commercial loans of FI, credit risk and business process and experience in doing data profiling, mapping attributes, ETL, and data governance.
• Care about doing an excellent job and exceeding expectations with the quality of what you do in fast paced environment.
• Solid oral and written Indonesian and English communication skills and able to communicate terms to users.

Minimum skills:

• At least have build and productionize 1 credit scoring model
• Tools: Python, SQL language
• Able to communicate in English