JOB DETAILS

JOB DETAIL

• Manage the end-to-end model review and validation workflows for new and existing models
such as credit scorecard, IFRS9 model.
• Implement credit risk tools and models such as internal and external scorecards, delinquency forecast model and other relevant tools.
• Conduct analysis and generate management reports for model monitoring and related report.
• Develop and/or revise policy and procedure relevant to Model Management or supporting.
• Support and develop credit risk activities and other projects as assigned.
• Design, implement and validate business rules into the decision engine environment (Automated Business Rules, Credit Model and so on) to support credit risk strategies on Decision Engine platform across all businesses/channels.
• Conduct UAT and Production testing on all changes to the decision engine.

REQUIRED WORK EXPERIENCE

• Thai nationality, male or female, age between 25-35 years old.
• Bachelor’s degree or higher in Statistics, Mathematics, Finance, Economics or related fields.
• Have at least 3 years’ experience in risk management/risk modeling/IFRS9 areas will be advantage
• Having knowledge in risk management tools will be preferable, such as SPSS, SAS, and Program R etc.
• Having knowledge in credit scorecard development or SAS software would be advantage.
• High-level proficiency in MS Office especially in Excel and Access.
• Good command of English.
• Strong analytical thinking and decision-making skills.