Associate - Credit Risk Analyst
Joining the Credit Risk team (Cash Loan product) as a Credit Risk Analyst, you will play a central role in portfolio management, underwriting strategy design, and credit score model development. You will monitor portfolio performance across key early risk metrics, identify emerging trends, and propose actionable strategies to optimize approval rates, limit assignment, and profitability. You will contribute to the design and refinement of underwriting frameworks, including cutoff strategies, risk-based pricing, and segmentation logic to ensure each customer segment remains profitable.
In addition, you will work closely with Data Science and Engineering teams to enhance credit score models and strengthen data architecture. This includes improving feature engineering, validating model performance, ensuring data quality and structure consistency, and translating model outputs into practical decision rules. This role is ideal for someone who enjoys combining quantitative rigor with business thinking and wants to shape the future of responsible digital lending in Vietnam.
Mô tả công việc
1. Portfolio Management
- Monitor daily, weekly, and monthly portfolio performance across early risk indicators
- Track performance by segment, score band, product type, channel, and customer cohort to identify early warning signals and structural risk shifts.
- Propose and implement portfolio optimization actions (cutoff adjustment, limit reallocation, new initiatives (alternative data, new score,...).
- Lead performance assessment of new growth initiatives to ensure incremental volume delivers sustainable return.
2. Underwriting Strategy
- Design and continuously refine underwriting frameworks including score cutoff, risk segmentation, limit assignment logic, and policy rules.
- Develop risk-based approval strategies that balance growth, risk appetite, and profitability constraints.
- Perform impact analysis before and after strategy changes to quantify approval rate, risk rate, and revenue trade-offs.
- Ensure underwriting policies align with regulatory requirements and internal risk governance standards.
3. Model Validation
- Validate credit score and risk models through performance backtesting and statistical assessment.
- Monitor model stability, detect data drift, and evaluate feature consistency over time.
- Conduct independent performance review of new model releases before deployment.
- Maintain model documentation and ensure compliance with model risk governance standards.
4. Advanced Analytics
- Perform deep-dive analysis to uncover behavioral risk patterns and identify predictive signals for underwriting and portfolio actions.
- Build forecasting models for default rate, loss rate, and revenue projections to support strategic planning.
- Develop risk-based pricing and limit optimization simulations to maximize expected return under risk constraints.
- Automate analytical workflows and build scalable data structures using SQL, Python, and BI tools.
- Translate complex analytical findings into clear business insights and actionable recommendations for stakeholders.
Yêu cầu công việc
- Bachelor’s degree in Data Analytics, Data Science, Statistics, Finance, or a related quantitative field.
- Strong programming capabilities with hands-on experience in SQL and Python; ability to efficiently manipulate large datasets, build analytical pipelines, and optimize queries for performance.
- Solid understanding of data structures, statistical concepts, and analytical problem-solving.
- Fluent in English, with the ability to communicate technical findings clearly to both technical and non-technical stakeholders.
- Fresher / less than 1.5 years of full-time work experience, with demonstrated excellence in coding, analytical thinking, and practical data application.
- Curious, proactive, and passionate about technology, data, and fintech.
- Flexible, quick to learn, and ready to thrive in a dynamic, fast-changing environment.
- Strong analytical thinking with a problem-solving mindset.
- Ambitious and eager to grow into future leadership roles.
