Risk Modeling Senior Executive

Mirae Asset Finance Company (Viet Nam) Ltd. · Hồ Chí Minh

Type

Full-time

Work mode

On-site

Level

Staff

Industry

Other

Salary

Thương lượng

Location

Hồ Chí Minh, Hồ Chí Minh, Hồ Chí Minh

Overview

Advanced Scoring Ecosystem: Lead the development, backtesting, and optimization of full-cycle credit scoring models, including A-Score (Application), B-Score (Behavior), C-Score (Collection), D-Score (Drop-off), F-Score (Fraud), IFRS9 ECL model, …
AI/ML Innovation: Implement Machine Learning algorithms (XGBoost, LightGBM, CatBoost, Neural Networks) to enhance model performance (Gini/AUC) and drive the "Automation" initiative for instant credit decisions.
End-to-End Model Governance: Oversee the entire modeling lifecycle from data gathering, feature engineering, and cleansing to technical documentation, validation, and regulatory compliance.
Strategic Collaboration: Act as the primary technical liaison for external fintech partners (NICE, Trusting Social, Viettel, VNPT) and internal departments (IT, Data, Policy) to integrate models into live operation flows.
Performance Monitoring & Reporting: Continuously monitor model stability and portfolio quality using SQL/Python. Provide high-level analytical reports and strategic recommendations to the Board of Directors (BOD) and Risk Management Committee (RMC).
Team Mentorship: Supervise and quality-control the output of Modeling Executives, providing guidance on technical execution and career development.
Coordinate with DIC in AI integration strategies, automation projects of the Company.
Other tasks assigned by line manager.

Summary of facts from the official posting. View original ↗

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