Job Summary

• 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, 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 integral 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, result...