Risk Model, Permanent

4 months ago


วฒนา กรงเทพมหานคร, Thailand United Overseas Bank (Thai) PCL - UOB Full time

Scorecards, Basel II, and TFRS9.
Risk.
SAS skill.
Conduct analysis and review on the credit risk related models.
Maintain and enhancement of existing scorecards, Basel II, and TFRS9 models (PD, EAD and LGD models) for Retail Portfolio.
Engage stakeholders during model development and review. Seek feedback, check intuitiveness, ensure buy-in and appropriate use of models.
Conduct impact analysis on the possible impact from model changes to EL, RWA, ECL, and the use of models.
Provide support (e.g. prepare the relevant analysis / information / answer questions) to UOBT Group (RAD, RDM) and Regulator (BOT/MAS) on all credit model related matters.
Liaise with IT Team for the Model implementation and conduct the verification (UAT) to ensure the results are generated as expected.
Preparing the info/deck/co-present the committee i.e. GMRC / RCC / CC / BROC.
Other ad-hoc.
Qualifications.
Degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and relevant working experience will be considered.
Minimum of 3years experience in scorecard and credit risk model development, maintenance and validation in a banking environment.
Good understanding of Retail business, banking products and regulatory environment.
Experience in the use ofmodelling and analytical outputs, working with and providing value add to key functions in the credit cycle.
Strong analytical skill with sound business insight, good communicator (verbal and written), and self-motivated.
SAS skill is an added advantage.

**Job skills required**: Finance, Statistics, SAS



  • วัฒนา, กรุงเทพมหานคร, Thailand Krungthai Bank Public Full time

    Credit risk models, Risk pricing models. Data Analytics, Big Data. SAS, SQL, Machine Learning, Deep Learning,...

  • Credit Risk Modeler

    4 months ago


    กรุงเทพมหานคร, Thailand Ancor Full time

    We are working with financial institution for a **Credit Risk Modeler **position **Scope of Work**: - Assess credit risk factors and risk measurement. - Develop and analyze credit risk model. - Participate in data analytics, Statistical model development, Statistical testing, and Stress testing. - Assist the team to do ad hoc task and special...


  • พญาไท, กรุงเทพมหานคร, Thailand บริษัท เงินติดล้อ จำกัด (มหาชน) Full time

    บัญชี/ผู้ตรวจบัญชี, การเงิน/การธนาคาร/หลักทรัพย์, ยานพาหนะ/อะไหล่, ค้าขายปลีก/ค้าขายส่ง, ประกันภัย 11/02/2023 - คุณสมบัติพื้นฐาน - งานประจำ-...


  • จตุจักร, กรุงเทพมหานคร, Thailand ธนาคารทหารไทย จำกัด (มหาชน) Full time

    **Responsibilities**: - Complete targeted quantitative analyses and build components of advanced models across the spectrum of Commercial Risk management, including prospecting, underwriting, portfolio monitoring, pricing, asset evaluation and loss mitigation.- - Develop, monitor and implement commercial credit risk models to achieve compliance with...


  • กรุงเทพมหานคร, Thailand Krungthai Bank PCL. Full time

    วิเคราะห์และพัฒนาแบบจำลองการบริหารความเสี่ยงด้านสินเชื่อต่างๆ ทั้ง Retail Credit & Non Retail Credit Model...


  • จตุจักร, กรุงเทพมหานคร, Thailand ธนาคารทหารไทย จำกัด (มหาชน) Full time

    **Responsibilities**: - Develop and calibrate Credit Scoring Model Development / Calibration (of Application Scorecard / Behavior Scorecard / Collection Scorecard) for Retail.- - Being able to manage, clean, and prepare data for model development, including the production of data quality report with basic analyses of user requirements.- - Capable of...


  • กรุงเทพมหานคร, Thailand United Overseas Bank (Thai) PCL - UOB Full time

    SAS. Risk Models. Banking Products. Conduct analysis and review on the risk related models (both Basel II credit models and other related scorecards). Maintain and enhancement of existing scorecards and Basel II models (PD, EAD and LGD models) for Retail Portfolio. Engage stakeholders during model development and review. Seek feedback, check intuitiveness,...

  • Manager, Risk

    5 months ago


    กรุงเทพมหานคร, Thailand AIA Full time

    FIND YOUR 'BETTER' AT AIA - We don’t simply believe in being ‘The Best’. We believe in better - because there’s no limit to how far ‘better’ can take us._ - We believe in empowering every one of our people to find their 'better' - in the work they do, the career they build, the life they live and the difference they make. So that together we can...

  • Market Risk Management

    3 months ago


    กรุงเทพมหานคร, Thailand Pasona HR Consulting Recruitment (Thailand) Co.,Ltd Full time

    Job ID 52301 Business Banking, Finance, Securities, Insurance Job Detail - Develop, test, implement and documents risk analytics for new products. - Support the maintenance and improvement of existing framework, policies and procedures. - Support the enhancement of infrastructure to implement new risk analytics models including controls to monitor their...

  • Contract, Vp, Tester

    4 months ago


    วัฒนา, กรุงเทพมหานคร, Thailand United Overseas Bank (Thai) PCL - UOB Full time

    Credit Scoring Model. UAT testing. SAS SQL. **Key**: Model and data migration. UAT testing. Strong data analytical skills using SAS SQL. Well communication in English. **Job Descriptions**: A. Model and Data Migration. Understand business and credit scoring model requirements, functional specifications, and other project artifact. Understand high-level...


  • กรุงเทพมหานคร, Thailand Pasona HR Consulting Recruitment (Thailand) Co.,Ltd Full time

    Job ID 50219 Business Energy, Oil, Gas Job Detail - Prepare annual Corporate Risk Profile aligned with organization's goals. Collaborate with Risk Owners for risk management plans. - Coordinate with related units for unified risk management aligned with organization's policy. - Develop company risk policies, strategies, and internal control processes....

  • Credit Risk Portfolio

    4 months ago


    พญาไท, กรุงเทพมหานคร, Thailand บริษัท เงินติดล้อ จำกัด (มหาชน) Full time

    การเงิน/การธนาคาร/หลักทรัพย์, ประกันภัย วันนี้ - คุณสมบัติพื้นฐาน - งานประจำ- 2 - 5 ปี- กทม. (พญาไท)- ปริญญาตรีหรือสูงกว่า-...


  • กรุงเทพมหานคร, Thailand Stock Exchange of Thailand Full time

    Responsibility: - พัฒนาและจัดทำแบบจำลองในการบริหารความเสี่ยงของสำนักหักบัญชีในด้าน Credit Risk, Market Risk...

  • Senior Risk Management

    4 months ago


    กรุงเทพมหานคร, Thailand Pasona HR Consulting Recruitment (Thailand) Co.,Ltd Full time

    Job ID 51054 Business Manufacturing(Others) Job Detail Scope of Work Responsible for conveying risk policies, processes and business continuity plan of the Company to all stake holders, providing hands-on development of risk models and operational risk, assuring controls are operating effectively, and provide research and analytical support. - Organizing...


  • กรุงเทพมหานคร, Thailand Lazada (Thailand) Co., Ltd. Full time

    **Team and Role Introduction**: Lead and implement credit strategy for retail product including BNPL/Cash Loan and SME product for one or multiple markets and take ownership of portfolio risk performance Conduct risk assessment on user profile. Monitor and analyze risk indicators to finetune underwriting and portfolio management policy Prepare and analyze...


  • วัฒนา, กรุงเทพมหานคร, Thailand United Overseas Bank (Thai) PCL - UOB Full time

    MIS. SAS and SQL. Retail banking product. Job Descriptions. Understand business requirements, functional specifications, and other project artifacts. Develop and maintain propensity models. Participate in data warehouse and data marts development projects to enhance management information quality and productivity. Prepare test scripts and execute...


  • กรุงเทพมหานคร, Thailand Dextra Group Full time

    Under the supervision of the Group Tax & Internal Audit Manager, your primary responsibility will be to study the potential risks and propose preventive solutions to avoid them and ensure the continuity of activities. - Lead, supervise and coach a team of Internal Audit based on a Risk-Based to ensure the internal controls, processes, policies, and...

  • Risk Analyst

    4 months ago


    กรุงเทพมหานคร, Thailand Opn Full time

    At Opn, we believe the digitalization of the economy has opened up the world and offers endless opportunities to grow and make meaningful connections with one another. Opn is powered by its payment infrastructure sister company, Omise Payment Holdings, which provides one-stop online payment solutions. Opn connects people, businesses and society in...


  • คลองเตย, กรุงเทพมหานคร, Thailand Krungthai Bank PCL. Full time

    Developing and implementing an assets and liabilities strategy (gapping) that optimizes the company s return, in accordance with the ALCO s guidelines/ recommendations. Preparing ongoing assessment of asset & liability mismatches and managing the implementation of required short and medium term financing structures. Forecasting cash payments, managing...

  • Head of Product

    3 months ago


    กรุงเทพมหานคร, Thailand บริษัทหลักทรัพย์ ดาโอ (ประเทศไทย) จำกัด (มหาชน) สำนักงานใหญ่ Full time

    การเงิน/การธนาคาร/หลักทรัพย์ วันนี้ - คุณสมบัติพื้นฐาน - งานประจำ- 3 - 10 ปี- กรุงเทพมหานคร- ปริญญาตรีหรือสูงกว่า- สามารถเจรจาต่อรองได้-...