Cro - Commercial Credit Risk Model

4 months ago


จตจกร กรงเทพมหานคร, 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 compliance and risk strategy of bank.Ensure a correct computation of IFRS9 Provisioning, Stress Testing for Credit Risk, and perform monthly Risk Cost forecasting for Commercial Portfolio and continuously improve the commercial model ecosystem.-
- Develop components of statistical models writing and developing scripts to improve commercial risk management decision making (e.g., underwriting models). Contribute to value chain problem solving through findings and insights from credit risk analysis and help facilitate data integration and management between the value chains.-
- Contribute to the development of advanced analytics knowledge bank wide, teaming up with other analytical units.**Qualifications**:
- Advanced degree preferred (MS, MA) in a quantitative discipline (typically statistics, mathematics, econometrics, economics, operations research)-
- Minimum 3 years of hands-on experience in analytical services, quantitative modelling, and/or validating oriented toward risk management in the banking sector, as well as/ or a PhD-
- Significant experience using statistical software packages such as SAS, STATA, SPSS, R and data query languages such as SQL-
- Proven track record of working in quantitative teams, with a high degree of independence and responsibility, in one of the following fields: credit risk, stress test and financial planning, corporate stress test, advanced analytics in nonfinancial risk-
- Demonstrated ability to employ advanced econometric or statistical methods in practice, including a working knowledge of machine learning techniques, and solid data handling skills-
- Ability to communicate complex ideas effectively - both verbally and in writing - in English**Location **:Head office

**For more information**:



  • 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...


  • 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

    5 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...


  • กรุงเทพมหานคร, Thailand Krungthai Bank PCL. Full time

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

  • Risk Model, Permanent

    5 months ago


    วัฒนา, กรุงเทพมหานคร, 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...

  • Credit Risk

    5 months ago


    บางรัก, กรุงเทพมหานคร, Thailand JPMorgan Chase & Co Full time

    **JOB DESCRIPTION** An excellent opportunity to be a part of the credit risk team that will give you exposure to handle credit related activities for the Commerical and Investment banking clients** **Job Summary**: As a member of the Commercial & Investment Credit Risk team under Wholesale Credit Risk, you will be responsible for managing the counterparty...


  • พญาไท, กรุงเทพมหานคร, Thailand บริษัท เอเอสเอ็น โบรกเกอร์ จำกัด Full time

    Credit Scoring Model รับสมัครด่วน สถานที่ปฏิบัติงาน : กรุงเทพมหานคร(เขตพญาไท) สาขาอาชีพหลัก : ธนาคาร/การเงิน สาขาอาชีพรอง :...


  • 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...


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

    **Responsibilities**: - Underwriting Specialist is assigned to handle credit underwriting’ s following works / functions and must displays in depth credit knowledge, skills, experience with balanced & independence credit judgment to support corporate businesses to achieve its designed business targets with good credit quality for both existing customers...


  • กรุงเทพมหานคร, Thailand Qoala Full time

    Fairdee Insurtech Co., Ltd. (part of the Qoala Group) Have you ever aspired to build your own tech startup? Or join an early-stage startup in a leadership role to shape the company’s culture and future, and eventually impact the lives of millions of consumers? If yes, join us at FairDee (Fairdee.co.th). FairDee is the Thailand brand of the Qoala Group....


  • 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,...

  • Credit Risk Portfolio

    5 months ago


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

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

  • Credit Analyst

    5 months ago


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

    Job ID 52227 Business Banking, Finance, Securities, Insurance Job Detail - Prepare the credit write-up including company, financial, industry and cash flow analysis for Thai and Multi-National Large Corporate, FIs, non-Bank FIs to support the credit approval process - Support team for financial modeling in various industries - Regularly monitor the...


  • กรุงเทพมหานคร, Thailand Thaioil Energy Services Co., Ltd. Full time

    Assist customer credit evaluations and work closely with Commercial, and Customer Credit Analyst to assess: (a) credit worthiness of customers, (b) appropriate credit structure for sales transactions with customers in various sectors, and (c) appropriate pricing of credit risk. Help monitoring credit risk by periodically evaluating payment habits, financial...

  • Citi Commercial Bank

    4 months ago


    กรุงเทพมหานคร, Thailand Citibank, N.A. Thailand Full time

    Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country. We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That's why in early 2020 we began rolling out our...

  • Citi Commercial Bank

    5 months ago


    กรุงเทพมหานคร, Thailand Citibank, N.A. Thailand Full time

    Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country. We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That's why in early 2020 we began rolling out our...

  • Credit Risk Analyst

    1 week ago


    กรุงเทพมหานคร, Thailand Agoda Full time

    **About Agoda** Agoda is an online travel booking platform for accommodations, flights, and more. We build and deploy cutting-edge technology that connects travelers with a global network of 4.7M hotels and holiday properties worldwide, plus flights, activities, and more. Based in Asia and part of Booking Holdings, our 7,100+ employees representing 95+...

  • Senior Credit Analyst

    4 months ago


    กรุงเทพมหานคร, Thailand Shell Full time

    **The Role**: **Where you fit in** **What’s the role?** This is a specialist role requiring experience and a close attention to detail, ensuring that Shell Trading entities are trading at optimal risk levels. This role will support best practice knowledge sharing throughout the Global Trading and Supply Credit organization, in particular via regular...

  • Senior Credit Analyst

    5 months ago


    กรุงเทพมหานคร, Thailand Shell Full time

    **Where you fit in** **What’s the role?** This is a specialist role requiring experience and a close attention to detail, ensuring that Shell Trading entities are trading at optimal risk levels. This role will support best practice knowledge sharing throughout the Global Trading and Supply Credit organization, in particular via regular interface with...

  • Credit Analyst

    5 months ago


    กรุงเทพมหานคร, Thailand Honest Bank Full time

    **Credit Analyst**: Bangkok, or Jakarta - Work Type: Full Time **About us**: - We're a financial services company leveraging cutting-edge technology to provide fintech and financial solutions to the underserved Southeast Asia market. Our team is a diverse and carefully selected group of finance and tech professionals worldwide. With the successful launch...