We are lookng for a AI Engineer to conduct reseach and build a brand new credit model with us by adopting alternative data.
- Research, Design and Develop a brand-new Corporate Banking Credit Model by adopting Alternative Data and Historical Data to in line with the data driven credit decision making.
- Improve the credit information transparency through cryptography under a permissioned Distributed Ledger Technology.
- Big Data Analysis from existing data base and datacollected by Natural Language Process from internet and API connection from third party source.
- Application of Artificial Intelligence engine to self-learning on the credit rating recommendation through the self-developed Credit Model.
- Apply patent in USA and Hong Kong for the integrated credit modelling adopting Alternative Data and Historical Data with credit recommendation.
Key duties and responsibilities
- Determine application of the Machine Learning technique over the mixed frequency statistial statistical model
- Develop a long short-term memory to integrate mixed high frequency time series data into a predictive engine.
- Identifying the data dependency and coefficient of variation between the data and the potential of default.
- Creating the Credit Model Methodology together with Senior Credit Researcher, Corporate Banking expert and Artificial Intelligence expert from the team.
- Conduct research on industry specific credit model methodology from existing market credit model.
- Reiteration of the in house developed credit model by applying alternative data and compare the result.
- Scenario testing over the credit modelling by active management approach.
Requirements:
- Doctoral degree in Computer Science or Engineering
- Strong experience with deep learning framework (i.e. Tensorflow)
- Extensive development background across Python or R, artificial intelligence, natural language processing, php, Java, Rest API, ReactJS, JavaScript, HTML5, CSS3 or similar technologies
- Enthusiastic in fintech with start-up experience
- Possess a wide degree of creativity and flexibility
- Proficient in English writing and speaking