Role and Responsibilities / หน้าที่ความรับผิดชอบ
- Prepare and manage both internal and external data for model development, validation, periodic monitoring and implementation.
- Develop models using variety of techniques, both traditional approaches and machine learning techniques, with knowledge of programing languages including SAS and Python.
- Maintaining the quality of models such as credit scoring, machine learning models, Stress Testing, IFRS9 risk parameters (PD/LGD/EAD) for both retail and non-retail portfolios.
- Perform month-end IFRS9 risk parameter calculations and expected credit loss (ECL) calculations.
- Perform ad-hoc analysis for management or business units to support business operations and business decisions.
Qualifications / คุณสมบัติ
- Bachelor’s degree or higher in Economics, Finance, Engineering, Statistics, Computer Science or other any related fields.
- Newly Graduated or has related experience between 1-3 years.
Specific knowledge and skill / ความรู้เฉพาะตำแหน่ง
- Experience with statistical programming languages (e.g. SAS, Python).
- Experience in credit risk analytics, credit risk models, AIRB Basel/ IFRS9 Compliance is a plus.
- Accountable and result-oriented with strong analytical skills and problem-solving mindset.
- Good English skill and project management skills.
