Credit Risk Analytics Specialist
atSiam Commercial Bank (SCB)Job Description
- Manage, clean, and prepare internal and external data (structured, semi-structured, and unstructured) for model development, deployment, and monitoring, including creating data quality and integrity reports
- Develop and enhance statistical, expert, and hybrid models using various data modeling techniques (e.g., Logistic Regression, Random Forest, Gradient Boosting, Non-Parametric Regression) and, if needed, collaborate closely with external consultants across the entire model lifecycle
- Generate prescriptive models to optimize risk and reward through interactive decision
- Deploy and maintain credit risk models in the Databricks platform, collection system, and credit decision engine
- Work closely with business users, credit approval officers, and relationship managers to align credit risk models with business strategy and digital lending risk assessment. Collaborate with IT and data engineers to ensure data availability and quality from various sources (both on-premise and cloud) for efficient model development.
- Monitor, assess, and improve credit risk models throughout their lifecycle to ensure their continued effectiveness
- Identify opportunities to develop alternative credit scores using partnership data.
Qualifications
- Bachelor's or higher degree in Finance, Statistics, Mathematics, Economics, MIS, Engineering, Data Science, or related fields
- Minimum 1–2 years of experience in credit risk analytics, credit risk modeling, or credit scoring within retail banking, consumer finance, or any financial business
- Proficiency in machine learning, credit scoring, and data analytics using R, Python, PySpark, MATLAB, SPSS, SAS, or SQL
- Strong analytical mindset, critical thinking, data analytics, and programming skills
- Excellent project management and communication skills, with proficiency in written and spoken English
- Ability to work under pressure with a positive attitude and strong teamwork skills
- Experience in credit risk modeling, model monitoring, validation, or deployment is preferred; knowledge of Basel, IFRS 9, RAROC, stress testing, big data, data mining, digital leading, or fin-tech/start-up is a plus
Experience required
- 1 years
Salary
- Negotiable
Job function
- Product / Brand Management
Job type
- Full-time
Company overview
Siam Commercial Bank (SCB), officially known as The Siam Commercial Bank Public Company Limited, is Thailand's first indigenous bank, established by royal charter on January 30, 1906. Over its more than 110-year history, SCB has played a pivotal role in the development of Tha ...
Why join us: Joining Siam Commercial Bank means becoming part of a legacy that has been instrumental in shaping Thailand's banking industry. At SCB, we value innovation, collaboration, and a commitment to excellence. Employees are provided with opportunities for professional gro ...
Benefits
- Professional development
- Learning & Development Opportunities
- Five-day work week
- Performance bonus