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Credit Risk Data Scientist, Risk Portfolio Management (RPM)
OCBC Bank
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Credit Risk Data Scientist, Risk Portfolio Management (RPM)

OCBC Bank

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Details
Posted:
April 6, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
Description
The candidate will join OCBC Bank's Risk Portfolio Management team and be part of a dynamic squad driving the use of data science for credit risk quantification, portfolio optimisation, risk reporting and disclosure.
Roles and Responsibilities
The candidate will collaborate with stakeholders across the Bank to deliver data science-enabled solutions for the credit risk domain, including:
  • Employing advanced analytics and data visualisation to support credit portfolio management and business needs
  • Building predictive models using machine learning to facilitate credit decisioning and early warning
  • Deploying, monitoring and maintaining the models on production credit systems
  • Constructing data pipelines to integrate new data feeds
  • Advancing the discussion on governance and assurance regarding the use of artificial intelligence and machine learning in models
*LI-MLIU

Qualifications
Requirements
  • Be an enthusiastic team player who can figure it out, get stuff done and have fun
  • Bachelor's degree in Mathematics, Computer Science or an equivalent quantitative area
  • At least 3+ years of experience in data science, machine learning and deploying/maintaining models in production
  • Proficiency in Python, machine learning frameworks, HiveQL, Apache Spark and Linux/Unix environments
  • Working knowledge of Git, CI/CD/CT pipelines and MLOps
  • Experience in banking or retail credit a plus

Internal Number: 10698221
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