Credit Risk Model Developer - Credit, Risk Modelling

Job DescriptionWork on risk model development for retail and SME finance products such as consumer lending, personal finance, small and medium-sized enterprises loan and so onBuild models and tools for credit and fraud risk identification in various aspects. For example, credit risk modelling, income estimation, customer information verification, anti cash-out, non-starter detection, account take over and so onAnalyze and conduct feature engineering for massive data such as customer profiling, e-commerce transaction, and so on and deploy the feature pipelineUsing graph mining, time series data modelling, graph & item embedding techniques to extract information from raw dataCollaborate closely with the risk policy and business team. Translate business need and insight into machine learning modelsResearch model methodology and data mining techniques to improve model performanceRequirementsBachelor's degree in Machine Learning, Business Analytics, Information Technology, Finance, Economics, Statistics, Mathematics, or a related field. Master's and PhD degree are preferred.Open to candidates across experience levels, including entry-level and experienced professionals.Strong interest in data mining and feature engineering from massive raw data especially the alternative credit dataSolid understanding of machine learning models such as boosting trees, regression models and good sense in feature engineeringGood coding skill using SQL, Spark and Python