Risk Modeling Manager, SME - Group Portfolio Analytics, Risk Management Group
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure. Responsibilities
This job supports DBS' aspiration to scale up Analytics Based Lending (ABL) to the Small Medium Enterprise (SME) customers across key markets that DBS operates in
ABL distinguishes from traditional lending in that it involves the elements of (i) digital straight through processing of the lending workflow with minimal manual intervention, (ii) the use of alternative data or digitization of traditional data from alternative sources, and/or (iii) collaboration and partnership with ecosystem players/vendors to tap on their user base for acquisition and data for credit analytics
This job focuses on ABL analytics, ie. explore the use of data (both traditional and alternative) supporting credit assessment and developing credit models supporting decisioning, and supports product design and process flows.
- Build credit models (e.g. scorecards) for risk decisioning supporting ecosystem partnerships;
- Work with head office to enhance regional capabilities and scale ABL-type models in ecosystem partnerships across DBS markets;
- Evaluate 3rd party external alternative data sources enhancing predictiveness of credit models;
- Work with stakeholders, e.g. Credit, Business, Trade, ecosystem partner data science team to help to design end-2-end credit journey;
- Reports to the GPA-SME team head and contributor in the regional modeling team;
- Lead for initiatives arising from India and Indonesia, and supporting in adhoc projects across other markets;
- Manage the vendor modeling teams to ensure the quality and timeline;
- Coach the junior staffs on the modeling techniques.
- Modelling expert on logistic regression and machine learning techniques
- Familiar with Python, R programming languages, SAS
- Good working knowledge on Small Medium sized Enterprise (SME) lending risk management
- Good working knowledge on 3-party data
- Able to travel, likely Indonesia and India coverage
- Preferably fintech, if not banking or lending institution background
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.