- Development and optimization of decision-making processes for operational and ongoing DFI businesses. Undertaking analysis to determine the impact of risk strategy changes on business’s financials. Monitoring and assessment the implementation of changes in the process.
- Analysis and regular monitoring of existing scoring models and external / internal tools used in the decision-making process. Analysis of their effectiveness.
- Development, validation, and maintenance of new scoring models (applicational and behavioral). Regular monitoring and analysis of the effectiveness of the scoring model. Making proposals for changes to the scorecards. Review of the validation tests. Assessment of the results of the changes on financials of the business. Calibrations of the scoring models when needed. Internal models documentation.
- Analysis of the applicability of external fraud-prevention services and scoring models in the business
- Assisting in creating MIS needed for risk reporting, development and maintenance of scoring models
- Liaison with members of international teams;
- Assistance in DWH and MIS development
- Proven ability in building efficient risk models, score cards in a retail banking segment or MFI, including models development, validation and calibration – at least two years of experience
- Proficiency in Microsoft Office. Data management and manipulation skills (SAS, R, SQL)
- Experian coding skills as a plus
- Knowledge of Data Marts, Cube of data, participation in DWH development projects as a plus
- Graduate degree in mathematics or statistics, preferably MEPHI, MFTI, MM MSU, HSE, or Bauman Moscow State Technical University
- At least 2 years’ experience in a credit risk role in retail banking / MFI segment developing scorecards / models, models validation and scorecards calibration
- Proficiency in English language
- Excellent analytical and reporting skills. Sound decision making and judgment skills
- Ability to deliver excellent results both working independently and as part of a team
Полная занятость, полный день