· Develop, enhance and validate Environmental & Climate Risk Scoring Models to quantify commercial obligors’ performance, and preparedness for climate-related risks and opportunities, for integration into overall creditworthiness assessment frameworks.

· Develop and execute Climate Risk Stress Testing Models and scenario analyses to quantify potential losses under various climate pathways, ensuring regulatory readiness.

· Support the development and maintenance of credit risk models (PD, LGD, EAD, and internal rating models); integrate climate risk drivers into existing and new PD, LGD, and ECL models for the commercial portfolio.

· Monitor the performance of climate risk models and scores, ensuring they remain fit-for-purpose.

· Leverage external data sources (e.g., geospatial data, carbon emissions data, ESG scores) and internal data to build robust modeling datasets.

· Keep up to date with emerging climate risk methodologies, data sources, and regulatory developments.

Qualifications

· Bachelor’s or Master’s Degree in a quantitative field such as Finance, Economics, Environmental Science, Engineering, Data Science, or a related discipline.

· Minimum of 5–7 years of experience in credit risk modeling, stress testing, climate risk assessment, or related fields within the banking industry.

· Familiarity with regulatory frameworks and industry standards related to climate risk (e.g., NGFS, TCFD, PCAF).

· Proficiency in programming languages such as SAS (preferred), Python, or R.

· Knowledge of climate risk frameworks, regulatory frameworks and industry standards related to climate risk (e.g., TCFD, PCAF).

· Strong analytical, communication, and problem-solving skills with a proactive and collaborative mindset.

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.

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Talent Acquisition Department
Bank of Ayudhya Public Company Limited
1222 Rama III Rd., Bangpongpang, Yannawa, Bangkok 10120