Credit Risk Modeller - Manager

Location: Bangkok Province, Thailand
Job Type: Permanent
Salary Negotiable
Specialization: Credit / Market Risk
Sub Specialization:
Contact: Wareerat Nuernim
Reference: JO-1910-428832

Job descriptions:

  • To Develop and implement credit risk models such as Credit Scoring, Behavior Scoring and Collection Scoring model
  • Support research for potentially new credit risk modelling improvements, regulatory recommendation and techniques.
  • Work closely with model owners and developers to understand the business context
  • Support research for potentially new credit risk modelling improvements, regulatory recommendation and techniques.
  • Plan and organize the schedule for project in order to utilize an ability of credit risk MIS staff to meet the goal.
  • Evaluate the quality of the data and communicate any issues with interpretation of subsequent analyses.
  • Evaluate the business impact of proposed new model implementations through sensitivity analysis of parameters used in capital calculations.

Qualification:

  • Bachelor's degree in Statistic, Mathematics, Finance, MIS, IT or related field.
  • At least 5 years of experience in develop credit risk model in Banking, Leasing or Financial Services.
  • Well knowledge in IFRS, Credit Scoring, Behavioral Scoring and Rule Engine.
  • Proficiency in SAS, SQL, MS Access, Excel, PowerPoint and Statistic Tools
  • Excellent communication skill.
The successful candidate will be provided a promising career opportunity and
attractive compensation package.

To submit your application, in strict confidence, please send your full resume in
Word format by click "Apply Now"

For a confidential discussion please call 02-106-8628 and ask to speak to
Finance Team 4. Your application will be treated with strict confidential.

en world Recruitment (Thailand) Co., Ltd.
Athenee Tower, 12th Floor, Unit 1201-1202
63 Wireless Road, Lumpini, Pathumwan, Bangkok 10330 Thailand
Tel: +66 (2) 106 8600 | Fax: +66 (0) 2654 0901
www.enworld.com/th/