Mô Tả Công Việc
- Develop and validate different credit models including application models, behavior models, collection, antifraud and other models for auto-making decision.- Participate to deploy credit models on system, ensuring accuracy of input features and model calculations.- Monitor and control the performance and stability of implemented models. Coordinate with IT to fix system issues related to model.- Create new features using for credit models and cooperate with DataMart team to recreate these features in data mart.- Conduct advanced analytics related to models and various data sources to make business decisions.- Refine development script of approval models in order to perform batch running.- Validate external models. Reevaluate models that downgrade performance, identify source causes and improve the model quality.- Other tasks assigned by Unit Head of Risk Modeling Development
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Yêu Cầu Công Việc
- University degree in computer science, mathematics, statistics, quantitative finance or its equivalent.- At least 2 years’ experience in building credit models.- Solid knowledge in building machine learning models such as logtistic regression, xgboost, lgbm,… for credit area.- Efficient Python and data science packages such as pandas, numpy, sklearn, scipy, statsmodels, xgboost, lgbm,…- Proficient in using SQL and optimize SQL query.- Experience in scoring modeling, strategy and implementation.- Experience with packages processing big data such as Spark, Pyspark or Polar is a plus . - Fluent in English.
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Hình thức
Full-time
Mức lương
Thỏa thuận
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