Job Description

• Conducting / forecasting on Credit Loss and Loan Loss Reserves across unsecured products based on Macro-Economicoutlook and assumption through appropriated models that to support internal business annual/monthly financial outlook.
• Develop initiative involves a particular focus on credit loss forecasting, reserve as well as stress testing models.
• Work closely with Risk Modeling with respect to model development, validation and enhancements
• Primary contact for interactions with Risk Modeling, Independent Risk oversight, Capital Planning, Auditor and Regulators
• Convert business requirements into modeled solutions, enhancing efficacy and generating insights
• Seek out opportunities for model improvements, collaborate on model re-calibrations, and re-fits when business dynamics change
• Visualize insights, performance, and trends in inputs/outputs for effective communication and decisioning

Requirements

• Bachelor or Master Degree in Mathematics, Statistics, Finance, Economics, or Engineering
• At least 3 -5 years of experience with Banking industry or FI or Audit
• Highly organized and can prioritize workload and manage multiple responsibilities.
• Strong presentation and negotiation skill to form and articulate the opinions and recommendations
• Has service mind and positive attitude towards learning new challenge/cross roles
• Able to deal and handle difficult situations and work under time constraints
• Fluent in Thai and English [Verbal/ Writing]