Retail Adaptive Risk Model and Analytics

1 day ago

Bangkok, Bangkok, Thailand ttb bank Full time

Job Descriptions

  • 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 developing statistical/expert/hybrid model and performing back-testing (pre-approved validation)
  • Analyze Customer insight for increasing business growth within Risk Appetite
  • Coordinate with related parties to establish Early Warning Signals for product level, customer level, and portfolio level.
  • Tracking efficiency and performance of Retail Credit risk assessment tools
  • Credit Scoring, Pricing PD/LGD tools assurance
  • Providing Loss forecast and monitoring the use of PD vs. Observed Default Rate in order to Efficiently Manage the impacts on Provisions
  • Support and Co-ordinate with internal and external parties in order to process credit risk rating tools implementation/revision in system.

Qualifications

  • Bachelor or Master degree in Quantitative Economics, Statistics, Accounting, or MIS
  • Equipped with analytical mind and being able to raise relevant questions
  • Experienced in the development, monitoring, and validation of retail credit risk models
  • Good team player with a decent attitude toward hard working and working under pressure
  • Hand-on experience in statistic software, such as SAS, R, Mat lab, for data manipulation, statistical reports, and model development
  • Experienced in the implementation of models in the system is advantage
  • At least 3 year experiences in banking industry especially on retail credit risk (recommended)

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