- Model Development: Develop an Early warning system model (EWS) for corporate customers- System Integration: Build and integrate the A-Score Auto Digital v2 model for auto loans into TPB’s Loan Origination System and Sales App, supporting digital transformation- Risk Management & Stress Testing: Develop ICAAP stress testing scenarios across banking portfolios to ensure resilience and global risk compliance- Data Management: Consolidate and clean data from core systems, ensuring accuracy and reliability for TPB’s financial modeling- Research & Innovation: Research advanced algorithms and cloud solutions such as Amazon Web Services (AWS) and IBM Cloud Pak for Data (ICP4D) to boost TPB’s analytical capacity- Data Visualization: Design Power BI dashboards for visualizing model performance and risk, enabling data-driven decision-making and international reporting

- Model Development: Actively developed Probability of Default (PD) models in accordance with IFRS9 standards and under the FIRB approach, ensuring compliance with Basel III to strengthen TPB’s credit risk management and regulatory adherence- Model Validation and Monitoring: Validated and ran monthly Application Scoring Model and Behavior Credit Scoring Model for individual and corporate customers- Automation Modelling: Collaborated with Wolter Kluter on the implementation and automation of PD models under IFRS9 within the OneSumX System Solution Project- Model Backtesting & Automation: Developed an Excel-based validation tool to automate the backtesting of partner models (Trusting Social, Zalo, FIZA, Momo, Datanest)