Credit Risk Model Development Analyst
atBank of Ayudhya PCL (Krungsri)- I. Credit Model Development: Develop, implement, monitor, validation, and maintain credit models (regulatory & non-regulatory models) for consumer portfolios. Example of credit models can be shown below: (a) Application, Behavior, and Collection scorecard (b) Expected Credit Loss (ECL) & Stress Testing Models (c) Survival model framework including discrete-time hazard model (d) Longitudinal data analysis (e) Age-Period-Cohort models (f) Internal Rate of Returns modeling (g) Other credit risk-related modeling approach
- II. Risk Tools Implementation a. Create & Maintain credit risk analytics dashboard b. Manage and monitor Risk tools processes to ensure accurate and appropriate usage. c. Participate/ facilitate related system modification projects in corresponding to developed and/or maintenance of credit models managed by department.
Qualifications
- Bachelor’s degree or higher in Engineering, Economics, Statistics, or a related field
- 0-5 years’ experience in Consumer Banking environment, Financial Analysis & Management, or Data Analytics
- Strong and effective communication, negotiation, and presentation skills
- Good command of English and Thai
- Project management and problem solving skills
- Handle multi-tasking
- Proficient in Excel, Powerpoint and Word applications
**Only shortlisted candidates will be contacted**
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.
Stay connected with KRUNGRI CAREER at:
- FB: Krungsri Career
- LINE: Krungsri Career
Talent Acquisition Department
Bank of Ayudhya Public Company Limited
1222 Rama III Rd., Bangpongpang, Yannawa, Bangkok 10120
Experience required
- any or no experience
Salary
- Negotiable
Job function
- Analyst
Job type
- Full-time
Company overview
Bank of Ayudhya Public Company Limited, commonly known as Krungsri, is the fifth-largest bank in Thailand in terms of assets, loans, and deposits. Established on January 27, 1945, Krungsri offers a comprehensive range of banking and financial services to both individua ...
Why join us: Joining Krungsri means becoming part of a leading financial institution with a rich history and a strong commitment to innovation and excellence. As a member of the MUFG network, employees have access to international expertise and opportunities for global collaboration.&nbs ...
Benefits
- Professional development
- Social Security
- Annual bonus
- Corporate Social Responsibility Initiatives
- Dental Insurance
- Health Insurance
- Learning & Development Opportunities
- Life Insurance
- Performance bonus
- Transport Allowance