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
Skills
SQL
SAS
CFA
Credit Risk
Functions
Accounting & Finance
Job Overview
Job Type:
Full-Time
Company
bettr
10 active jobs
Industry:
Banking & Finance
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