Deputy / Credit Risk Manager (Analytic & Modelling)

Responsibility Develop predictive and decision models to be deployed in systems. This includes the analysis of historical data, data cleaning, sampling, variable selection, modeling and performance evaluation. Conduct regular validation and monitoring on the performance of decision models for retail portfolios. Formulate data driven decision strategies across the customer credit lifecycle including origination, portfolio management and collections. Streamline the process and workflow across the

Bank Of China (Hong Kong) Limited - Hong Kong - Full time

Salary: Competitive

Responsibility
  • Develop predictive and decision models to be deployed in systems. This includes the analysis of historical data, data cleaning, sampling, variable selection, modeling and performance evaluation.
  • Conduct regular validation and monitoring on the performance of decision models for retail portfolios.
  • Formulate data driven decision strategies across the customer credit lifecycle including origination, portfolio management and collections.
  • Streamline the process and workflow across the customer credit lifecycle.
  • Prepare the user requirement documents and participate in user acceptance tests on decision models.
Requirements:
  • Bachelor degree holder or above in Mathematics, Statistics, Risk Management, Computer Science, Engineering or Operations Research.
  • 2 years' working experience in risk analytics or modelling.
  • Knowledge of at least one of the following software, SAS, Python, R, Alteryx, Tableau
  • At least 1 year hands-on experience in Python, R or SAS, and familiarity with these software program coding standards and best practices.
  • Strong statistical knowledge of the following: Segmentation, Linear and Logistic Regressions, Machine Learning algorithms such as Random Forest and XGBoost
  • Knowledge of Generative AI will be an advantage.
  • Good communication skill, passionate and energetic
  • Good command of written and spoken Chinese and English. Fluent Mandarin will be an advantage
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