Purpose
You will be part of a credit risk management unit that is integrated with a multi-discipline team which designs, builds and delivers products and services to our customers, including Loan products.
Success for you is...
- Deliver effective and reliable credit risk models
- Deliver competitive and sustainable credit products that meets market demands
- Achieve risk-adjusted economic targets for the Company
Responsibilities
You will report to Service Owner - Credit. Your core responsibilities are to
- Design, implement and validate statistical models for risk factors (PD, LGD, EAD).
- Design, implement and monitor performance of credit decision engines
- Work with Product owners and Technology owners to optimise process of collection of data
- Ensure data quality and accuracy in the process of modelling
- Ensure data and processes related to credit risk models are within Legal and Compliance policies of the Company
- Work with external partners to acquire and manage data related to credit risk models
- Integrate credit risk modelling aspects into Credit Risk Policy
- Contribute towards mapping customer journeys and business requirements
- Work with teams across the entire business (Product, Technology, Operations, Sales, Marketing, Customer Research) to achieve Company goals
Experience & Qualifications
- Data scientist with at least 4 years experience in the financial industry
- Have worked projects/ portfolios that involves use of statistical modelling and machine learning techniques, along with the use of programming languages such as R, Python, and SAS
- University degree qualifications in fields of data science, machine learning, econometrics, statistical modelling
- English language proficiency is a must
- Good communication skills
- Passionate about entering into green field project
- Keen sense of ownership
Above all else we prioritise exceptional talent, if you fall into that bracket, please apply.
What you can expect from Serai
- An environment where the customer is put at the centre of everything we do
- An awesome working environment that values transparency and relationships
- The ability and autonomy to make bold decisions
- Competitive salary benchmarked above industry standard
- 25 days holiday a year (and all public holidays)
- Excellent healthcare & life insurance
- Performance based incentive package