Credit Risk Expert

3 days ago


Manila, National Capital Region, Philippines Lazada Full time

We are looking for an experienced Credit Risk Expert to lead our finance team. You will be responsible for developing and implementing credit risk strategies using advanced statistical and machine learning techniques.

Key Responsibilities
  • Develop and validate credit risk models, incorporating ABC scorecard for lending products;
  • Understand Lazada's credit strategy for retail products, including BNPL/Cash Loan products;
  • Maintain knowledge of credit model algorithms, including but not limited to logistic regression, decision tree, random forest, GBDT, XGBoost, LightGBM, etc., and apply them as needed;
  • Enhance your skills in building and optimizing credit scoring models, covering data collection, preprocessing, feature engineering, model selection, model training, and evaluation;
  • Take charge of establishing and refining credit models, adjusting and optimizing them for different business scenarios;
  • Keep abreast of relevant knowledge in financial risk control, comprehend related laws and regulations, and design practical credit models based on actual business needs.
Requirements
  • Strong background in statistics, mathematics, economics, or a related field;
  • Proficiency in programming languages such as R, Python, or SQL;
  • Experience with statistical modeling and predictive analytics;
  • Good understanding of credit risk modeling and scoring methodologies;
  • Knowledge of data mining and machine learning techniques;
  • Ability to analyze large datasets and extract meaningful insights;
  • Familiarity with credit risk regulations and compliance standards;
  • Effective communication and presentation skills to convey complex analysis results to stakeholders.

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