Context and challenge(s) of the job:
Assist the Retail Risk Management Team in the development of scoring systems for Credit Decisions, Portfolio Quality, Provisioning, Fraud Prevention, etc., if possible also introducing new technical and programming skills that can lead to better models, e.g. by using new data sources or methodologies like Web Scraping, Neural Networks or Deep Learning.
1. Support the local Retail Risk Management team in the development of enhanced scoring models for Granting, Portfolio Quality, Collections, Provisioning, Fraud Prevention, ... by:
- collecting and preparing the input data
- searching for new potential data sources in the Web and extracting relevant data (Web Scraping)
- creating APIs or other types of connections to build links to these data sources
- trying various types of approaches like Statistical & Econometric models, Neural Networks, Deep Learning, ...
- investigating the usefulness of new tools and software, in particular also Public Domain software
- developing new methods for reporting automation by using new tools and programming languages, e.g. Robotics
2. Support the team in running projects, e.g. forecasts for the Cost of Risk, enhancements of the auto-decisioning system, ...
Not all qualifications have to be present simultaneously.
Technical skills required for the position:
The ideal candidate will have completed a formation in one of the subjects mentioned above. He or she is interested in building enhanced models for scoring, … by applying new methodologies, e.g. Neural Networks or Deep Learning, introducing new programming skills ot tools to the team, e.g. and accessing new data sources from the Internet building APIs or extracting data by Web Scraping. Of course, not all of these skills need to be available at the same time but the candidate should bring a deep knowledge in at least 1 or 2 of these skills.
Behavioral competencies required for the position:
Being interested in research and development of new models, commitment, team spirit, creativity and working with a high level of autonomy, in addition to your communication skills, are qualities that will guarantee your VIE success.