Perform advanced data and statistical analysis for state of the art risk scoring & risk qualification methods and tools, including Artificial Intelligence(machine learning, deep learning), regression and multivariate models. In particular, analyze and assess usability of scorecard, artificial intelligence scoring, social scores and big data in credit decision process and for fraud prevention.
Partner with the global DMO risk instruments experts on knowledge exchange on state of the art credit decision tools and processes.
Support risk-related parts of strategic projects and process reengineering including Automatic Credit Decision, Artificial Intelligence Scoring, Social scoring, Fraud Detection and use cases for big data.
Responsible for the reliable operations and maintenance of Scoring and AI systems including testing, monitoring/validation and change request processes.
Ensure timely and accurate maintenance of credit decisioning and AI system with respect to effectiveness and efficiency. Coordinate the hot fix and change request processes in close collaboration with local IT and retail credit.
Participate in the analyses and assessments of the latest industry and economic trends in order to provide proper analysis and tools for risk evaluation.
Liaise with sales, operations, credit operations and external data providers to ensure sound data quality in the decision process.
Liaise with scoring center of competence at DMO HQ on Monitoring and Validation reports.
Education and Experience:
Bachelor degree in mathematics, statistics, quantitative analysis or another technical discipline with relevant working experience in domains of either risk, credit decisioning processing analyzing or data reporting
Proficient in at least one common data analysis tool such as SAS, SQL, and other Statistical Software Packages
Good on at least one programming language such as Python, R, Java OR proficient in data visualization (i.e. proficient in Tableau or Qlikview)
A good understanding of statistical and predictive modeling concepts
Solid understanding of machine-learning is a plus
Strong statistical modelling experience
An expert in analyzing large, complex, multi-dimensional data sets
Knowledge about risk management/credit decisioning operation functions
Ability to utilize analytics in a collaborative manner across business functions and product lines to derive optimum solution
Pro-active attitude and good problem solving skills
Self starter and do things by him/herself.
This role is highly technical in nature and requires demonstrated attention to detail, execution and follow up on multiple initiatives within the Credit Risk Management area
The ability to identify, analyze, rationalize and communicate complex business problems and recommend solutions is a key factor of success in this role
Success in this role requires the ability to use analytics in a collaborative effort across multiple functions and products to derive optimum solutions to business problems
Field of activity:Finance/Controlling
DepartmentRisk Instruments & Risk Scenario Analysis