About Us

ÆON Thana Sinsap (Thailand) PLC (AEONTS) is a Financial Services company located in Bangkok City, Thailand Our company provides a range of services including loans, credit cards, Insurance Broker and installment programs to our customers. We are committed to providing exceptional customer experience and value to our customers

WE'RE HIRING! WE'RE LOOKING FOR A "Credit Risk Management (IFRS 9 / Expected Credit Loss)" TO JOIN US ON THIS JOURNEY OF GROWTH

Job Summary:

We are seeking a seasoned, high-caliber quantitative leader to take complete, end-to-end ownership of the Company's Expected Credit Loss (ECL) framework in accordance with IFRS 9. This is a highly visible, strategic role requiring a unique blend of deep technical expertise and strong executive presence.

The successful candidate will lead the entire ECL model lifecycle from initial methodology design and development to rigorous validation, implementation, and continuous monitoring. Beyond managing the math, you will serve as the strategic translator for top management: analyzing the underlying drivers of the models, explaining how macroeconomic factors impact the numbers, and directly advising the executive committee on asset quality trends and their financial/business implications.

Key Responsibilities:

End-to-End ECL Lifecycle Leadership:

Direct and oversee the entire life cycle of IFRS 9 Expected Credit Loss (ECL) models, including development, methodology enhancement, validation, deployment, and continuous performance monitoring.

Strategic Executive Advisory:

Serve as the subject matter expert on ECL and credit risk for top management. Translate complex quantitative results into strategic insights, clearly explaining what factors are driving the model and their direct impact on the company's P&L and asset quality.

Parameter & Macroeconomic Calibration:

Oversee the development and calibration of key ECL parameters—including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and forward-looking macroeconomic scenarios.

Portfolio Diagnostics & Stress Testing:

Run advanced stress testing, sensitivity analyses, and forecasting models to proactively identify vulnerabilities in the lending portfolios and recommend credit policy adjustments.

Asset Quality & Portfolio Monitoring:

Monitor portfolio health through advanced metrics (delinquency trends, roll rates, cure rates, recovery curves, NPL, and vintage analyses) to detect credit deterioration early.

Audit & Regulatory Interface:

Represent the quantitative modeling function before internal audit, external auditors, and regulatory bodies, justifying model assumptions, validation results, and overall compliance.

Cross-Functional Collaboration:

Partner closely with Credit Risk Policy, Finance, Collections, Business Units, and Data teams to ensure model outputs are seamlessly integrated into operational business strategies.

Qualifications:

Bachelor's or Master's degree in a highly quantitative field such as Quantitative Finance, Statistics, Financial Engineering, Mathematics, Actuarial Science, or Economics.

Minimum of 3 years of progressive experience in quantitative credit risk management, statistical modeling, or ECL framework ownership within a bank, consumer finance company, or top-tier consulting firm.

Proven track record of presenting complex quantitative concepts clearly to management-level executives, board members, and non-technical stakeholders.

Mastery of IFRS 9 principles, credit risk modeling (PD/LGD/EAD), time-series analysis, and forecasting techniques.

Advanced hands-on experience or oversight capabilities in analytical tools/languages (SAS, SQL, Python, or R).

Professional-level fluency in written and spoken English, with the ability to negotiate and influence senior leaders effectively.

Location : Exchange Tower (near BTS Asok and MRT Sukhumvit)

If you are interested in the above position, please send your full resume to HRSSC-Recruitment (

• @aeon.co.th

) Tel.

02-•••-•771