Risk Scoring Development Head

5 days ago


Jakarta, Indonesia Bussan Auto Finance Full time

**Responsibilities**:
Develop advanced credit risk models for wholesale portfolios with focus on Climate Risk, covering regulatory and internal business exercises globally.

Develop quantitative methodologies, algorithms, and tools for model development as well as for testing of models robustness, stability, and overall performance.

Conduct reliability analyses and perform quality control of modeling data and model results.

Manage model risk across the entire model life-cycle, including model development, model validation, ongoing performance assessment, and annual model reviews.

Implement financial quantitative analytical tools and support model migration to the production environment.

Liaise with business head in the analysis and interpretation of model results, incorporating their feedback as appropriate.

Manage stakeholder interaction with model developers and business owners throughout the model life-cycle.

Provide leadership and guidance for junior modele

**Qualifications**:
Self-motivated and detail oriented

Sound knowledge and understanding of a variety of model development methodologies and industry best practices

Experience with econometric and statistical modeling or risk scoring

**Education**: Bachelor’s/University degree in a quantitative field or equivalent experience (statistics, mathematics, computer etc)



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