Head, Credit Decision Science

  • Competitive
  • Kuala Lumpur, Federal Territory, Malaysien
  • Festanstellung, Vollzeit
  • Hong Leong Bank Berhad
  • 17 Aug 17

Head, Credit Decision Science

JOB SUMMARY
HLB is embarking on a comprehensive multi-year regional BIG DATA and Analytics transformational
journey encompassing products, channels and services across the different markets. We are looking for people with previous decision science and credit analytics experience to lead different initiatives focused on improving decision management, risk analytics, and revenue enhancement across various consumer banking products.

KEY RESPONSIBILITIES

  • Verify that Basel credit risk models are performing as expected, in line with their design objectives and business uses. Ensure effective validation ensures that credit risk models are sound in credit decision, and it also identifies potential limitations and assumptions, and assesses their possible impact
  • Work closely with FICO to ensure that production and scorecard issues are rectified within SLA
  • Drive the use of scorecard in customer acquisition, portfolio management, collection and other areas of credit cycle. Liaison with business managers, credit approval, collections and other stakeholders to obtain feedback on model performance, perform scorecard cut off reviews, plan for new model development / enhancement
  • Develop and provide Dashboard and Scorecard MIS statistics to product managers and senior management
  • Support retail product and credit programme, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirements
  • Participate in the develop and application of credit decision tools, including development, maintainance and enhance retail risk scorecard (application, behavioral etc) for all retail banking scorecard.
  • Perform adhoc analysis and generate leads through extensive dataming of Enterprise Data Warehouse, internal and external databases using statistical software e.g. SPSS, SAS
  • Leverage customer information and the use of advanced analytics techniques to provide business insights
  • Develop, maintain and optimize analytical datamarts for modeling, decision science and analytics purpose.
  • Integration
  • To work with business managers, credit approval, collections, IT, and other stakeholders to ensure effective integration of models within bank processes
  • Project execution
  • To work with vendor, IT, PMO, and other stakeholders to ensure effective successful implementation of project.
Education/Qualification
  • Degree in Actuarial studies, Banking/Finance, Business, Marketing, Mathematics/Statistics or related disciplines
Experience
  • Previous Retail Basel 2 Scorecard Development and Implementation experience
  • Experience with credit decisioning technology e.g FICO Blaze
  • At least 5 years of relevant working experience, preferably with credit risk modelling / analytics background in the banking industry
  • Deep knowledge of banking products
  • Proficient in SAS Programming, Enterprise Guide, SQL and MS Excel and Datawarehouse
  • Strong analytical skills, highly numerate and proactive
  • Good interpersonal and communication skill
  • Special Skills
  • Proficient in SAS Programming, Enterprise Guide, SQL and MS Excel and Datawarehouse