Model Development Manager

Maybank; Taguig; On-site; PHP 900,000 - 1,200,000; Full time

Job summary

Maybank is seeking a Model Development Manager in Taguig, Philippines, to support analytics in decision-making. The role focuses on developing sales propensity and credit risk models, ensuring alignment with industry practices.

The ideal candidate will hold a Bachelor's degree and have experience in Credit Risk Analytics. Proficiency in programming languages such as SAS, Python, or R is highly regarded.

This position requires a blend of technical and analytical skills to drive data governance and model validation processes.

Qualifications

• Bachelor's degree holder with a focus on banking or finance.
• Experience in Credit Risk Analytics or Modelling is an advantage.
• Knowledge in various modelling approaches and data handling.

Responsibilities

• Develop sales propensity and credit risk models.
• Manage the model development process from recommendation to validation.
• Coordinate testing and deployment of scorecards in loan systems.

Skills

Data analysis

Credit Risk Modelling

Programming in Python

Statistical methods

Education

Bachelor's Degree

Tools

SAS

R

Python

Job description

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.
  • 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