Description
We are lookng for a AI Credit Model Researcher to conduct reseach and build a brand new credit model with us by adopting alternative data.
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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.
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Improve the credit information transparency through cryptography under a permissioned Distributed Ledger Technology.
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Big Data Analysis from existing data base and data collected by Natural Language Process from internet and API connection from third party source.
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Application of Artificial Intelligence engine to self-learning on the credit rating recommendation through the self-developed Credit Model.
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Apply patent in USA and Hong Kong for the integrated credit modelling adopting Alternative Data and Historical Data with credit recommendation.
Scientific/ engineering R&D elements
- Investigate Machine Learning impact over the Credit Modelling for new credit risk models develpment with mixed frequency from alternative data and historical data, and assessing the creditworthiness in anticipating bankruptcy of the company.
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Develop an Artificial Intelligence logic to recommend the credit rating of corporate according to the big data analytics.
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Reiteration and back testing to support the accuracy of the self-developed Credit Model.
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 (BSc for Junior position)
- 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
- Less Experience will be considered as Junor Researcher