Risk Modelling, Risk Management, SeaBank

Job Responsibilities:

• Propose statistical/machine learning models related to credit using techniques such as linear regression, logistic regression, Gradient Boosting Machine (GBM), Text Mining, Time Series, and other related techniques.
• Conduct validity tests and prepare reports related to model validity.
• Prepare reports on the results of model development to the risk management committee.
• Document related models in accordance with applicable risk management standards and provisions.
• Conduct socialization and training related to the use of models to internal risk management.
• Monitor applicable models and conduct periodic testing and monitoring.

Job Requirements:

• Minimum Bachelor’s degree in any major from a reputable university.
• Minimum 7 years of experience in Data Analytics; prior experience in Banking/Financial Services will be an advantage.
• Understanding of business processes and regulations in the Banking industry.
• Knowledge of internal control, procedures, systems, operations, and risk management.
• Risk management certification.
• Skills in data query (SQL, SAS), visualization tools (Tableau, Power BI), Python, R Programming, or other statistical analysis tools.
• Excellent verbal, written, and interpersonal communication skills.