Scope of Work:

• Develop, monitor, and maintain credit risk models in compliance with the credit risk model governance framework.
• Evaluate credit risk factors and develop methods for measuring risks to assess potential exposures.
• Engage in data analytics, statistical model development, and support stress testing to identify and assess the impact of adverse scenario on existing provision and the bank's capital.
• Facilitate understanding of credit risk modeling, credit life cycle and serve as subject matter expert in analytics.
• Development of advance risk measurement such as concentration risk, RAROC, proxy income model, etc.
• Perform Ad-hoc Tasks and other related duties as assigned.
• Provide support to the team in completing ad-hoc tasks and special assignments as required by the department or management.

Qualification

• Bachelor's degree or Master's degree in Statistics, Economics, Finance, Engineering, Accounting or related field.
• Experience in credit modeling (in banking business) is preferable.
• Experience in using SAS/Phyton/SQL as a primary tool and in-depth knowledge of MS Office.
• Good interpersonal skill and analytical skill.
• Experience in Banking or finance business at least 1 year is preferred.

Good command in English, both written and verbal.

People Group

Land and Houses Bank Public Company Limited

เลขที่ 11 อาคารคิวเฮ้าส์ สาทร ชั้น G ถนนสาทรใต้ แขวงทุ่งมหาเมฆ

เขตสาทร กรุงเทพมหานคร 10120

ข้อมูลเพิ่มเติม โทร

09• ••• •035

(กริตา)