Head of Data (Sunway Fintech)

• Company Sunway Berhad
• No. of Openings 10+
• Salary Not Disclosed
• Work Type on-site

Job Description :

Job Duties:

• Lead and oversee the overall activities of data functions within the consortium which include data science, engineer and analysis.
• Lead the design and implementation in developing a robust machine learning model for credit scoring that is highly scalable and compliant with BASEL II guidelines using advanced technical capabilities.
• Responsible for the production of a suite of complex data models depending on the business needs, leveraging a strong understanding of data modelling standards.
• Proactively work with various departments and business units to identify and monitor the data assets and analytics, and continuously improve the business’ data analysis model.
• Identifies what data is available and relevant, including internal and external data sources, leveraging new data collection processes and utilizing machine learning and data engineering to discover new data feeds with predictive power to derive borrower credit worthiness.
• Re-evaluate credit risk model performance on a periodic basis for retraining using statistics such as probability of default, confusion matrix, f1&f2 score, Lorenz Curve, Kolmogorov–Smirnov, GINI and AUC.
• Identify, design, and implement internal process improvements: automating manual processes, optimizing data delivery, re-designing infrastructure for greater scalability, etc.
• Build analytics tools that utilize the data pipeline to provide actionable insights into customer acquisition, operational efficiency and other key business performance metrics.
• Understand data sources, conduct data discovery, apply complex techniques to produce features for automation using a hypothesis driven approach
• Any other ad hoc task as assigned from time to time.

Minimum Qualifications:  

• Minimum Bachelor's Degree in Computer Science / Statistics / Information Systems / Actuarial Studies or equivalent, a Master’s Degree is will be an additional advantage.
• Minimum ten (10) years of working experience in the related field is required for this position.
• Experience in all or some of the following scripting languages: SQL, Python, R, SAS, Java, C++, SPSS, MATLAB.
• Advanced working SQL knowledge and experience working with relational databases, query authoring (SQL) as well as working familiarity with Oracle DB.
• Experience performing root cause analysis on internal and external data and processes to answer specific business questions and identify opportunities for improvement.
• Experience in building and optimizing ‘big data’ data pipelines, architectures and data sets will be an additional advantage.
• A successful history of manipulating, processing and extracting value from large disconnected datasets.
• Strong project management and organizational skills, with experience in leading a team.