Manager, Non-retail Credit Risk Analytics Th

7 months ago


Thailand CIMB Group Full time

**Responsibilities**:

- Perform full range of risk analytics while develop and prepare adequate risk dashboard to monitor and forecast credit risk and present to the respective management and committees.
- Collaborate with value chain and provide comments/suggestions on Non-Retail portfolio conditions/ circumstances with strategic recommendations - Wrong-Way-Risk mitigation.
- Evaluate impact of strategy changes on capital requirement and profitability (revenue, credit loss, and operation cost) of the portfolio.
- Evaluate non-traditional variables for credit risk strategies.
- Perform risk-return optimization analysis
- Collaborate with other teams within ERI and CIMB Group i.e. Capital Risk & Regulatory Reporting team, Climate Risk team, Credit Modelling team, Data Management team, and Credit Rating Implementation team. For example,
- perform analysis on RWA and capital ratios and conduct stress testing for the reports to be submitted to BOT and BNM, investigating non-retail data issues
- monitor and forecast credit risk and rating distribution and migration
- provide comments and suggestion on non-retail credit risk model development
- collaborate with Climate Risk team to perform climate risk analysis on non-retail portfolios
- Perform any other duties as and when assigned.

**Qualifications**:

- Bachelor degree or higher in a numerate discipline including finance, economics, risk management, engineering, statistics, mathematics, computer science
- CFA or FRM (preferred)
- At least 1-year experience in data analysis, database management, MIS, or/and dashboard design and management
- (For AVP) At least 5 years related experience e.g. credit risk data analytics, portfolio management, capital adequacy analysis, profit-loss analysis, RaROC, RWA and ECL calculation
- Experience in non-retail lending, ICAAP reporting, or stress testing is a plus
- Quantitative skills e.g. data analytics
- Database management, MIS, and dashboard design and management
- Competency with BI and presentation tools e.g. Tableau
- SAS, SQL, Python or other programming language
- Knowledge on financial statement analysis, BOT and Basel requirements



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