Job description :

- Understand IFRS9 ECL model i.e. PD, EAD, LGD, and staging. This also includes A-score and B-score used for ECL.

- Provide feedback and input to others regarding ECL calculation (both logic and actual system calculation step)

- Perform simulation to obtain ECL of various scenarios provided

- Design, develop, and maintain dashboards and standard management reports related to ECL.

- Work closely with business users to understand reporting and analytical requirements

- Responsible for data preparation and calculation of Climate stress testing

- Involve in other MIS data preparation process improvement

- Support ad hoc analysis requests from management

Qualifications :

1) IFRS9 ECL and Credit Risk Analytic.

- Ability to analyze, capability to interpret results and ability to provide recommendations.

- Knowledge of IFRS 9 impairment methodology, particularly Expected Credit Loss (ECL) calculation including PD, LGD, and EAD components.

2) Data, Reporting & Dashboard Development

- Ability to programming or data analysis skills such as SAS, SQL, Python, or R for large-scale data processing.

- Experience working with data warehouses and large financial datasets.

- Knowledge of data validation, reconciliation, and data quality control for regulatory calculations.

- Experience developing risk reporting, management dashboards, or automated reporting tools.

- Familiarity with BI tools such as Power BI, Tableau, or similar platforms is an advantage.

- Ability to present the analytical results in clear visual dashboards and management reports.

Applicants can read the Personal Data Protection Announcement of the Bank's Human Resources Function by typing the link from the image that stated below.

(https://krungsri.com/b/privacynoticeen)

Remark: The bank needs to and will have a process for verifying personal information related to the criminal history of applicants before they are considered for employment with the bank.

**Only shortlisted candidates will be contacted"

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