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Role The Company is seeking a Lead Data Scientist to help accelerate the Company's innovation and data-driven strategy including data management, predictive analytics, machine learning and intelligent automation. He or she will lead the Company's risk analytics team comprised of data scientists and will be expected to delegate work effectively and perform certain tasks individually. The Lead Data Scientist should have a strong understanding of credit, particularly related to the SME segment. He or she will be responsible for day-to-day risk management of the Company's loan portfolio and delivering output for external stakeholders e.g. credit scoring tools for banks, articles for distribution to investors.
Apply advanced analytical skills and machine learning experience to develop and implement credit models, behavioral analytics, and optimization models
Manage, mentor, and provide technical guidance to junior members of the team
Effectively communicate your projects to your internal and external stakeholders including customers Be constantly improving our practices and frameworks related to Data Science at scale
Collaborate with technology team on integration and implementation of the models into the products
Degree in a quantitative discipline: Mathematics, statistics, physics, data analytics, machine learning (Masters/PhD is a plus)
Good theoretical understanding of relevant statistical models, their inner workings, assumptions, and limitations
5+ years of experience in developing credit models in Retail/SME space, preferably in credit cards, retail/SME, merchant analytics, application scorecards and anti-fraud models
A proven track record of leading successful projects, stakeholder management skills and the ability to manage timelines and expectations
Experience in managing and mentoring junior data scientists, strong communication skills and organizational coordination ability
Strong hands-on experience in the model development lifecycle for data scientists (training, testing, tuning, and performance monitoring)
Excellent hands-on knowledge in at least 2 of these languages: R, Python, SQL
The ability to understand existing models and conduct customization to fit into local markets/data
Experience with IRB, IFRS9, local regulation for ASEAN countries, is a plus
Comfortable in a fluid environment, self-directed, flexible and creative
Commitment to the firm's social mission and corporate values
Benefits Challenging role in a startup environment with strong growth ambitions
Meaningful work toward the Company's social impact mission and vision