jobsDB ref: JTH300003002102139
Responsibilities:
- Credit Risk Model Development
- Develop credit risk models, statistical rating models, judgmental rating model, etc. for both Retail and Non-Retail customers for the Bank and its subsidiaries.
- Engage business and credit experts, business units, etc. for feedback and sign-off on models as well as facilitate cut-off score proposal and decision.
- Prepare and maintain model development documentation.
- Support models review by internal validation and audit teams and regulator to obtain model approval, including presentation of model details to internal committees.
- Support model implementation.
- Model Monitoring
- Prepare, analyse and report non-retail rating distribution model performance, rating override and rating migration to monitor obligor credit qualify and portfolio movement.
- Prepare, analyse and report model performancem including application and behavioural scorecards.
Qualifications:
- Bachelor's degree or higher in Statistics, Mathematics, Finance, MIS, Operational Research, Science or related fields.
- At least 7-10 years of experience in model development, model validation or quantitative analysis
- Good knowledge on credit risk model development and environment
- Good knowledge on credit products both Retail and Non-Retail
- Good experience in Statistics, mathematics, macroeconomics, computer programming, accounting or finance
- Hand-on experience in statistics software or programming, such as SAS or SPSS
- Accountable and result-oriented with strong analytical skills and problem solving mindset
- Good team player, positive attitude toward hard working and working under pressure
- Good communication and interpersonal skills
- Good communication both in Thai and English
- Frequent international travel
Please submit your profile through "Apply
Now" button (English Resume Only)
All applications will be treated strictly confidential. Only short-listed candidates
will be notified.
For the further discussion please contact: Nitchakarn (Tel: 02-626-7573)
CIMB
Thai Bank Public Company Limited
44 Langsuan Road, Lumpini, Patumwan Bangkok 10330
Website: www.cimbthai.com
jobsDB will send your application for review directly to CIMB Thai Bank
About CIMB Thai Bank
CIMB THAI BANK PUBLIC COMPANY LIMITED (a regional franchise of CIMB Group) has approximately 4,000 employees and 80 branches across the country, providing a variety of financial services to both corporate and individual customers.
CIMB Group is a leading KL-headquartered ASEAN universal bank, one of the largest investment banks in Asia and one of the largest Islamic banks in the world.
As the fifth largest banking group in ASEAN, we have around 37,000 staff in 15 countries across ASEAN, Asia and beyond. CIMB Investment Bank provides market-leading conventional and Islamic financial advice for a tailored delivery of banking solutions to our clients. We have structured and executed award winning deals which showcase our ability to innovate and help our clients achieve their goals. CIMB also has an extensive retail banking network of around 850 branches serving more than 13.5 million customers. Beyond ASEAN, we also have presence in China & Hong Kong, India, Sri Lanka, Korea, the US and the UK.
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