Responsibilities:
- Create and develop a Statistical Model (Scoring)
- Make documentation of changes to the statistical model (scoring)
- Conduct monthly monitoring reporting on the scoring results every month
- Make monthly IFRS reporting related to ECL
- Monitoring and Maintain of ECL model components
- Candidates must at least posses a bachelor's degree in Statistics/Mathematics/Engineering.
- At least 2 years of experience with Data Science or statistical reports and modelling or other related field(s).
- Experience with statistical methods, especially in model scoring.
- Experience with machine learning, Phyton and R programming languages would be plus point.
- Familiarity in databases and statistical softwares.
- Ability to conduct a descriptive analysis.
- Have a good interpersonal skill, adaptability and ability to work in and lead a team.
- Proficiency in Microsoft Office Products