Model Development Manager

Maybank; Taguig; On-site; PHP 1,200,000 - 1,650,000; Full time

Job summary

Maybank seeks a Model Development Manager to lead the design and deployment of predictive models for credit risk and sales propensity, enabling data-driven decisions across units in the Manila/Taguig area.

You will oversee the model lifecycle from methodology choice to validation, coordinate with stakeholders, and ensure governance, data quality, and seamless integration with loan origination systems and the data warehouse.

Qualifications

• Bachelor Degree holder.
• Banking experience focused in Credit Risk Analytics or Modelling, Data Science, and Business MIS is an advantage.
• Has experience in Analytics, Statistics, Data Science, and Modelling.
• Has vast knowledge of various modelling approaches or can adapt to new ones.
• Programming skills to work with large datasets.
• Preferably using SAS, Python, or R language.
• Data Science or Business Analytics short courses is a plus.

Responsibilities

• Develop sales propensity models to optimize sales productivity and credit risk models to manage risk.
• Manage model development: select methodology, sampling, factors, and assumptions aligned with best practices.
• Document all steps and issues in the model development process.
• Coordinate milestone meetings with team and stakeholders to gather inputs and feedback.
• Defend the final model to be proposed.
• Manage independent model validation by addressing validator concerns.
• Coordinate deployment of scorecards in loan origination systems.
• Build requirements, test, and deploy new data cubes in the local data warehouse.
• Implement the Data Governance Framework and monitor data quality.
• Other duties as assigned.

Skills

Analytics

Modeling

Data Science

Programming

Adaptability

Education

Bachelor's degree

Tools

SAS

Python

R

Job description

Your Role

The Model Development Manager equips and enables the various units of the bank in making timely and data-driven decisions on helping grow and manage the Bank’s book by equipping decision makers with robust scorecards and/or models developed either statistically or through expert-based judgement, which will aid business in growing the customer base while prudently managing the inherent risk carried by the various portfolios.

Your Impact

• Development of sales propensity models to optimize sales productivity, and credit risk models to manage credit risk taking.
• Manage the model development process by:
  • Recommend the methodology or approach to undertake for the particular model to be developed, and ensure that this is aligned with both Group and Industry practice.
  • Recommend the sampling technique, factors to be considered, and key assumptions to be used in the model design and ensure that these assumptions are aligned industry best or acceptable practice.
  • Comprehensively and properly document all steps and issues undertaken throughout the model development process.
• Manage model stakeholders by:
  • Regularly facilitate milestone meetings with the team and stakeholders to discuss updates and gather inputs and/or feedbacks especially on key model assumptions that needs to be made.
  • Recommend, present, and/or defend the final model to be proposed.
• Manage the independent model validation exercise by promptly responding and addressing concerns of the validator and ensuring that all issues raised are properly addressed, mitigated, and/or resolved.
• Coordinate and test the deployment of scorecards and/or policy rulesets in the loan origination systems to ensure that the approved model and policies are accurately and appropriately used upon implementation.
• Facilitate requirements building, testing, and/or deployment of new data cubes in the local data warehouse to aid in reports/dashboard generation.
• Implementing the Data Governance Framework on the assigned area of responsibility by:
  • Monitoring data quality and ensuring identified data quality issues are addressed and if necessary, update policies or procedures to mitigate recurrence.
  • Assess interpretation of data across the data life cycle and ensure alignment/standardization.
• Other functions that may be assigned by superiors from time to time.

Your Profile

• Bachelor Degree Holder
• Banking experience focuses in Credit Risk Analytics or Modelling, Data Science, and Business MIS is an advantage
• Has a relevant experience in Analytics, Statistics, Data Science, and Modelling
• Has vast knowledge of various modelling approaches or can easily adapt to new ones
• Programming skills to work with large datasets
• Preferably using SAS, Python, or R language
• Data Science or Business Analytics short courses is a plus