Lowongan Kerja Jakarta Raya Posisi Risk Model & Scoring Audit Specialist di PT Bank Jago Tbk

Primary Job Role:

• As an Audit Risk Scoring and Modeling Specialist you are responsible for providing assurance, advisory and/or investigation to help business (Line 1) as well as risk management unit (Line 2) in order to have a sound credit risk framework and approach. 
• Work on the validation of scoring and forecast models used in connection with origination, valuation/allowance, risk and regulatory capital measurement (including usage in firm-wide risk aggregation and stress testing) 
• Evaluate conceptual soundness of model specification; reasonableness of assumptions and reliability of inputs; completeness of testing performed to support the correctness of the implementation; robustness of numerical aspects; suitability and comprehensiveness of performance metrics and risk measures associated with use of model.
• Design and implement experiments to measure the potential impact of model limitations, parameter estimation error or deviations from model assumptions; compare model outputs with empirical evidence and/or outputs from model benchmarks.
• As a candidate that has substantial experience, you will promote best practices across the Bank and within the Internal Audit team.
• You will also coach and mentor other team members within the Internal Audit team in regards to your expertise and experience in the credit scoring and modeling field. 

Professional Experience You Need to Have:

• Minimum 5 years of experience in credit scoring, credit risk, or credit underwriting role (additional experience in data analytics role is a plus)
• Experience in Computational Finance with an understanding of loan origination and operational strategies and how various approaches can impact the various elements of cash flows, ROAs, and IRRs.
• Experience working with credit data, such as Originations credit policy, Servicing and Collections analytics, and Loss Forecasting / Loan Loss Reserves.
• Knowledge and experience with advanced statistical concepts and financial analytics in risk modeling.
• Work experience in fintech or P2P business in related field above is a plus
• Good command in English language for written and verbal communication.

Technical Skills You Need to Have:

• Excellent comprehension and knowledge in secured & unsecured lending business 
• Understanding of probability theory, econometrics, statistics, and numerical methods.
• Credit underwriting and monitoring
• Risk management framework i.e. RCSA, KRI, CAP
• Experienced in dealing with large data sets and able to operate data analytics tools i.e. BigQuery, Google DataStudio, Python, etc.