Head of Credit Risk

Key Responsibilities:

• Set up credit risk management framework (process and policy), build and maintain onboarding, assessment, ongoing monitoring and reporting of exposures for the entity. This also includes the usage of AI/ML and the incorporating of alternative data into such models.
• Meet Thailand regulatory requirement proactively with risk-related procedures, processes and policies.
• Collaborate across functions, including business, product, tech, legal and compliance, enable embedded financing, implement data-driven credit assessment in the various lending platforms / ecosystems that the entity will engage itself in.
• Conduct both regular and ad-hoc portfolio analysis on post lending accounts to identify the associated credit risks, update policy, and improving decision engine timely.
• Manage the model risks for all scorecards and models including validation and monitoring under Group Model Risk Framework.
• Solicit and analyse market related information on the practice or trend of RETAIL and SME risk management, and make recommendations to Senior Management for procedural reviews.
• Lead local credit risk team, and enable approver and collection experts to improve daily efficiency with data-driven insight.

Requirements:

• Degree or above with major in Mathematics, Statistics or Financial Engineering etc.
• Minimum 10 years relevant experiences from credit risk analytics and/or modelling in Thailand lending institutions. SEA market know-how will be a plus
• Hands-on experience in the end-to-end development/validation of credit risk models
• Sound knowledge of BOT, Basel, IFRS9 requirements in relation to models
• Good understanding of credit products in RETAIL & SME segment
• Good stakeholder management and presentation skills
• Proficient in SAS, SQL and other analytical tools (R, SPSS, Python)
• CFA or FRM certification will be a plus
• Self-initiated, excellent analytical skills and be able to handle multiple-tasks under tight schedules
• Articulate; Good command of written and spoken English.
• Meticulous, organised and able to produce documentation of high quality with clear and concise messaging.
• Self-assured and able to interact well with various working levels