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.