Credit Risk Modelling Analyst
Spring Professional Recruitment (Thailand) Limited
jobsDB ref: JTH300003001246877
Employer Ref. touch-chakorn
- Develop, implement and maintain credit risk analytic models for the measurement and management of credit risk for different segments of the Bank’s portfolios.
- Develop and maintain user requirements, parameters and configurations of rating systems
- Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment
- Develop, implement and maintain credit rating model to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment.
- Monitor and back test performance of the models.
- Work closely with model validation to ensure adherence to the governance framework and ensure timely closure of validation issues.
- Work closely with business and risk management to provide value adding risk analytics solutions for the enhancement of risk-return trade off in credit decisioning, business strategies, risk appetite setting and capital assessment.
- Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
- Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management
- Strong computational skills preferably in SAS or SQL
- At least 3 years of relevant experience in a related area
Please send your application by click " Apply Now "
Business and Technology Consultant
Spring Professional Thailand
jobsDB will send your application for review directly to Spring Professional Recruitment (Thailand) Limited
About Spring Professional Recruitment (Thailand) Limited
Spring Professional is an international firm specialising in information technology, engineering and property & construction recruitment across the Asia region.
We bring great people to great organisations, with our focus being exclusively on the recruitment of middle to senior level management and specialists.
We develop trusted relationships with our partners, sharing market intelligence and recruitment advice to help you understand and respond to Asia’s ever-changing and fast paced labour markets.
Whether you’re a company looking for full-time or contract team members or an individual looking to make the next career move, the team at Spring will work with you to provide a seamless and high value service ensuring that your expectations are fully managed at all stages of the process.
Spring Professional is a wholly-owned subsidiary of Adecco, the world’s largest human resource solutions organisation, headquartered in Zurich, Switzerland
With more than 20 years' experience, we globally place over 12,000 people annually into contract, temporary and full-time positions.