Credit Risk Modeling Specialist
CIMB Bank Philippines
- Taguig, Philippines28th Floor ORE Central, 31st Street , Taguig, Metro Manila, PhilippinesTaguigMetro ManilaPhilippinesPhilippines
- ContractualCONTRACTOR
Job closed.
Job Description
Key Responsibilities
- Support all business functions of the bank in terms of model development, deployment, and implementation
- Identifies metrics and variables that can be used for feature engineering and selection in model development
- Writes queries to extract, aggregate, and transform data to obtain customer level information for model development
- Develops models for the bank, such as but not limited to credit risk models, Alternative Credit Underwriting (ACU) models, propensity models, etc.
- Drives the implementation of models and collaborates with the different business function, such a Risk, Products, Technology, Credit, Collections, in the development and implementation of models
- Designs and creates MIS and dashboards to monitor and track the performance of models and implemented action plans
- Applies Data governance principles and prepares documentations regarding the business model, its specifications, scripts, and data structure
- Writes memos and presents to upper management and/or committees for notification and/or approval
- Manages and facilitates committee discussions, such as the Philippine Modelling Committee
- Recommends policy updates and test programs in accordance with model and loan portfolio performance
- Supports the other members of the Decision Science and Management Team in achieving business objectives and metrics
Minimum Qualifications
Qualifications
Master’s in Business Administration, Data Science, Computer Science, Industrial Engineering/Operations research, Mathematics, Statistics, Informatics, or any related field
Relevant Work Experience
- Min. 5 years in a bank or financial institution in developing and managing models
- Min. 3 years doing statistical analysis and recommending policies
- Min. 3 years in MIS/dashboard development
- Min. 3 years in R, python, and/or SAS
- Min. 3 years in SQL, Hive, or any data querying application
Required Competencies and Skills:
- Business Intelligence tools: QlikSense, Tableau, MS Power BI
- Statistical programming: R Programming, Python, SAS
- Business/Domain background: banking, marketing, e-commerce, and finance
- Data engineering background: Big Data Appliance, Hive, Hadoop, Spark, and/or Pig, SQL, NoSQL
- Stakeholder management
- Project management
- Presentation and communication
Jobs Summary
- Job Level
- Associate / Supervisor
- Job Category
- Sciences
- Educational Requirement
- Bachelor's degree graduate
- Recruiter response to application
- Often
- Office Address
- 31st Street, Taguig, Metro Manila, Philippines
- Industry
- Banking/Financial Institutions
- Vacancy
- 1 opening
About CIMB Bank Philippines
Why We Exist:
The most awarded digital bank in the Philippines.
We entered the Philippines market to spark the future-ready, customer-obsessed transformation in the Banking sector. Since our launch, we have rallied behind the vision of bringing an accessible and seamless banking experience to the consumers while helping them achieve financial freedom. We aim to be the most trusted digital bank for every Filipino.
The People & Culture:
We call ourselves CIMB Mavericks - unique individuals who are thriving in a fast-paced and highly competitive environment. Everyone who joins CIMB Bank is not afraid to own big responsibilities and are very persistent in creating new ways to achieve our goals. Aside from looking after our own successes, we embody malasakit and ensure that we also take care of our colleagues’ feat. Every day we are fueled by our shared purpose. To top it off, we thrive in a modern work environment which allows us to be fun to the core.