LINE MAN Wongnai is hiring a Senior/Lead Data Scientist (Credit Risk)

Responsibilities

• Build and maintain core models for credit risk assessment, including application scoring, behavioral analysis, and probability of default, loss given default, and exposure at default frameworks.
• Use varied data types—such as transaction history, user behavior, financial records, sequential patterns, and unstructured alternative data—to create predictive features and enhance modeling techniques.
• Lead the measurement and ongoing monitoring of Expected Credit Loss (ECL), ensuring accurate risk representation across different product lines, customer groups, and origination periods.
• Develop reliable procedures for evaluating model performance, conducting back-testing, and recalibrating models to adapt to shifts in borrower behavior and economic conditions.
• Analyze and balance key business drivers such as loan disbursement growth, acceptable risk levels, and overall profitability.
• Plan and interpret controlled experiments or policy trials—like credit limit modifications or approval threshold changes—to assess their causal effects on risk and financial outcomes.
• Ensure all updates to credit policies are based on solid analytical evidence and a clear understanding of associated risk impacts.
• Collaborate with cross-functional teams including business, product, engineering, accounting, and operations to align model outputs with practical business needs and goals.
• Support model governance by maintaining thorough documentation and meeting internal audit, regulatory, and compliance standards.