Krungsri Consumer

Risk Data Modeling Analyst (Manager)

Krungsri Consumer
Salary provided
Posted on 21 Oct 2020

Risk Data Modeling Analyst (Manager)

Krungsri Consumer

Job Highlights

  • Risk Data Modeling Analyst
  • Experience in Consumer Finance products
  • Good remuneration in BTS Ploenchit area

Job Description

Job Purpose

Develop, maintain, implement and monitor predictive and descriptive scoring and general models by utilizing customer historical data to support all functions under Risk Management regarding to Policy and Portfolio strategy by using scored-based decision to decrease loss, maximize benefits and profitability for business

Major Responsibilities:

  • Prepare and develop scorecard models using statistical tools to support acquisition, portfolio maintenance and collection strategy
  • Conduct model development, validation and implementation of IFRS9/Basel models (PD, EAD and LGD) and other models to be complied with regulation and company’s requirements
  • Coordinate with portfolio management team to get requirement on score development project
  •  Prepare summary report/pitch for model development performance result for final model to submit to data modeling and analytics head to review and propose to portfolio team to get approval
  • Prepare and propose the score-based cutoff strategy by coordinating with Portfolio team to ensure the outcomes can meet their business cases and requirements
  • Prepare regular monitor and measure scoring/general models performance both stability and discrimination power checking with usage of statistical test and give the feedback to Scoring team head and portfolio team on how recent models perform
  • Conduct monitoring of score-based cutoff strategy to ensure that the recent distribution or performance still perform as strategy cutoff period
  • Prepare annual score validation package for being reviewed by Data Modeling and Analytics Head and get approval from Risk Data Intelligence and Modeling Analytics Head and CRO
  • Provide all adhoc reports/portfolio analysis related to scoring/general model area upon requests from other Risk functions to support business decision-making
  • Cooperation with Risk Technology and IT team in preparing detailed requirements of Scoring/General models implementation, including participates in preparing UAT test script and performing UAT to ensure models are implemented correctly

Qualifications:

  • Bachelor and/or Master degree in Statistics, Mathematics, Economics, Computer Science, Information Technology, MIS, IT, or any related fields
  • Experience in Consumer Finance products e.g. Credit card, Sale Finance and Personal loan
  • Good in Database and Data Warehouse Knowledge
  • Strong in Programing skills e.g. SAS, PL/SQL, Python, R
  • Have background and knowledge on analytical, score development life cycle and Basel II
  • Expertise in Microsoft Office such as MS Word, MS Excel, MS Access, and MS PowerPoint

Work Location: KSPT Building, BTS Ploenchit, Bangkok

Good remuneration package will be rewarded, and also excellent future career growth opportunity is available for the right candidate

Please submit your application letter, resume stating qualifications and experiences, stating recent & expected salary to the following address:

Human Resources Department
Krungsri Consumer
17 Fl., Krungsri Ploenchit Tower

550 Ploenchit Rd., Lumpini,
Pathumwan, Bangkok 10330

Contact person: Praethong
Contact number: 02-627-4458

Additional Information

Career Level
Senior
Qualification
Degree
Years of Experience
5 years
Job Type
Full Time, Permanent

Company Overview

Discover how you can realize your career potential

Krungsri Consumer, the consumer-finance arm of Bank of Ayudhya, the largest card issuer in Thailand, with 6.2 million accounts. We offer several co-branded credit cards, Personal Loans, installment loans, and insurance broker via a number of distribution channels.

As a part of bank of Ayudhya, a leading commercial bank in Thailand,

We aim to become Thailand’s Most Admired Universal Bank and financial service solutions, Offering a wide array of global financial products and service excellence to customers,

We are looking for talented, energetic and enthusiastic individuals to be partners in this growth journey.

READY FOR A NEW JOB?

Additional Company Information

Benefits & Others
Dental insurance, Five-day work week, Life insurance, Medical insurance, Performance bonus