Credit Score Modeller

**Credit Score Modeller**:

- **Sector**: Monroe Professional Services
- **Contact**: Sebastian Freeland
- **Client**: Monroe Consulting Group
- **Location**: Selangor
- **Salary**: Negotiable
- **Expiry Date**: 18 August 2023
- **Job Ref**: BBBH422549_1687150656

Executive recruitment company Monroe Consulting Group's Professional Division is partnered with a rapidly expanding FinTech firm specialised in Digital Lending & AI looking to expand further to other areas of FinTech Industry. They are currently seeking an exceptional Credit Score Modeller with at least 3-5 years of relevant experience.

**Job responsibilities**:

- Responsible for developing, maintaining, and enhancing credit scoring models to assess and predict creditworthiness.
- Work closely with our risk management team to optimize our credit decisioning processes and contribute to the overall risk assessment framework.
- Develop, validate, and optimize credit scoring models using advanced statistical and machine learning techniques.
- Collaborate with the risk management team and business stakeholders to understand business requirements and credit risk objectives.
- Analyse and preprocess large volumes of structured and unstructured data to identify relevant variables and develop robust credit scoring models.
- Conduct in-depth statistical analysis and hypothesis testing to ensure model accuracy, performance, and compliance with regulatory standards.
- Monitor and evaluate the performance of existing credit scoring models, identifying areas for improvement and proposing model enhancements.
- Stay updated on industry best practices, regulatory guidelines, and emerging trends in credit scoring and risk modelling.
- Collaborate with internal and external teams to collect, clean, and validate data to support model development and validation.
- Prepare and present reports and findings to stakeholders, including senior management and regulatory authorities.
- Ensure compliance with applicable laws, regulations, and internal policies related to credit scoring and risk modelling.

**Job requirements**:

- Bachelor's degree in statistics, mathematics, finance, economics, or a related field. Advanced degree preferred.
- Proven experience in credit scoring, credit risk modelling, or related fields within the financial services industry.
- Strong knowledge of statistical analysis, predictive modelling, and machine learning techniques.
- Proficiency in statistical software (e.g., R, Python, SAS) and database querying languages (e.g., SQL).
- Familiarity with credit risk concepts, credit bureau data, and regulatory frameworks (e.g., Basel III, Fair Credit Reporting Act).
- Curiosity, innovation, and a solution-driven mindset.
- Has a technical appreciation and is "hands on".