Job Description
**Job Summary****Responsibilities**:- Develop, implement and calibrate Origination Score models in traditional and advanced methodologies (machine learning & deep learning).
- Develop, implement and calibrate Fraud Score models with AI methodology.
- Combine these models with new digital tools or the AI for better efficiency and decrease of estimation errors of existing models- Monitor, analyze, monitor and limit risk in credit origination according to the NRFM Risk Framework.
- Implement champion challenger strategies for the different models generated in order to improve their performance and increase the approval rate and/or decrease risk (risk optimization).
- Implement and develop risk-based pricing strategies.
- Report to the internal and global risk committee on deviations or opportunities in the credit risk process in the credit granting process.
**Job Knowledge and Skills**:- Soft Skills: Quantitative skills, analytical, results and detail-oriented, ...