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    © 2025 Jobcadu. All rights reserved

    Credit Risk Consultant

    Full-Time
    Bangkok, Thailand
    Posted: June 17, 2024
    Deadline: September 29, 2024

    Position Details

    Responsibilities:

    • Assist clients in credit risk model development, model implementation and model validation activities. These models include application / behavioral / collection / alternative credit scoring model; Basel related model for Probability of Default (“PD”), Loss Given Default (“LGD”) and Exposure at Default (“EAD”) model; IFRS 9 Expected Credit Loss (“ECL”) models; and stress testing model for various portfolios.
    • Perform credit risk related data analytic i.e. data extraction and pre-processing, data cleansing, data transformation, data loading, etc.
    • Perform advisory services to implement credit risk framework, system, monitoring and reporting for valued clients.
    • Perform credit risk stress testing and climate risk stress testing.
    • Develop and maintain productive working relationships with client personnel
    • Build strong internal relationships within Advisory and across other services
    • Develop business opportunities and potential openings with clients
    • Handle multiple/simultaneous engagements 


    Qualifications:

    • Master’s degree in engineering, finance, economics, statistics, mathematics, actuarial science, operations research, physics or other relevant quantitative discipline from accredited college/university
    • At least two years’ experience in the financial services related industry, preferably in a major bank, consultancy firm or regulatory agency
    • Solid knowledge on statistical analysis, econometric modeling, scorecard development methods or machine learning techniques
    • Demonstrable analytical tools and programming skillset e.g. SAS, Python, R, SQL, VBA, PowerBI, etc.
    • Familiar with Basel and Bank of Thailand (“BOT”) requirement, IFRS 9, ICAAP and strong knowledge with credit risk management issues preferred
    • Relevant professional qualifications such as CFA, FRM preferred
    • Ambitious, self-driven and outspoken individual who can work under high-paced environment
    • Proficiency in spoken and written English and native Thai and wish to work in MNC
    • Strong written, communication and presentation capability
    • Excellent analytical, problem solving and project management skills



    Skills

    Statistical Analysis
    SQL
    ICAAP
    Communication skills
    IFRS

    Functions

    Other
    Other

    Job Overview

    Job Type:

    Full-Time


    Company

    KPMG logo

    KPMG

    53 active jobs

    เลขที่ 1 ถนนสาทรใต้ อาคารเอ็มไพร์ ทาวเวอร์ Yan Nawa, Sathon, Bangkok 10120

    Industry:

    Business & Professional Services

    Ready to Apply?

    Submit your application now and take the next step in your career journey.

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